The City of Winds (Azerbaijani: Küləklər şəhəri) is an unofficial, literary name for Baku, mainly because it is windy throughout most of the year. The name derives from the ancient Persian name of this locality: بادکوبه (Bādkube, lit. "pounding winds"). There are two winds common to Baku: cold and rough Khazri and mild and gentle Gilavar. The former is associated with negativeness and the latter is associated with goodness, forming an important chain in Azerbaijani mythology and beliefs, related to the struggle of Good and Evil.
Despite having one of the dirtiest chemical industry centers of the former Soviet Union in one of its suburbs, Sumgait, Baku's air remains relatively clean because of the air purification process by these winds.
References
City of Winds Wikipedia(Text) CC BY-SA