Don,
I live on a main entrance to our neighborhood. Although we don't usually have wind on H'ween night, we have plenty of SUVs cruising past to park nearby and visit us. To help cut down on the cross breeze, we made a simple scene setter / plywood fence about 18" to 24" high along one side paralelling the haunt. The back is open and the front is an open fence. This was enough to let the fog stay around long enough for effect.
If you have bad wind, probably nothing will help outside, but this or a taller fense on three sides might help (?).
