What makes the wind?
Largely air density differences caused by temperature differences. Air flows from high to low pressure areas.
And after the scientific answer comes…beans and cabbage! 
Blue Oyster Cult have wondered about this, too:
“Come susie dear, lets take a walk
Just out there upon the beach
I know youll soon be married
And you’ll want to know where winds come from”
(Astronomy)
Another scientific answer:
Reduction in flatulence factors in mung beans (Vigna radiata) using low-dose gamma-irradiation
Basically, the sun.
Think of the atmosphere as a pool of fluid surrounding the earth. Differential heating of the earth’s surface means this pool is not tranquil - air mounds up in some areas (shown on a weather chart with the symbol H) and is less deep than average in others (symbol = L). Gravity naturally causes the mounded-up air to flow toward the depressed area, in the same way that it causes water to flow downhill.
Because the earth is rotating, the flows don’t go directly from high to low - Coriolis forces tend to bend them. A large mass of air in motion has lots of momentum. Water vapor plays a huge role. So the details can be quite complicated, but the root cause is simple.
According to this book (an excellent read, by the way), all wind originates in the Aleutian Islands. This is supported by the motto of Adak, Alaska, Birthplace of The Winds. I’ve been there, and the place mainly sucks, but I can see the point.
The answer is blowing in the wind!
Oh dear…that was really bad.
Sorry.
It’s inscrutable, man. You might as well ask what causes rainbows, or where does the dew come from.
Faeries.
Pulling the finger.
You forgot the large contribution of Beer and The Irish.
BTW–I am partly of Irish extraction.
Which part?
No, no, no. Pete asked what makes the wind.
All you covered was the foreplay!
Anatomically?
The flatulent part.
Trees sneezing. Don’t believe me? Cite.
