A lot of it has to do with El Nino/La Nina, the North Atlantic Oscallation, and the abundance of cut-off lows. There's a nasty cut-off up north of Lake Ontario that's been reaking havoc with the NE and Mid-Atlantic USA (and S Ontario/Quebec too) for a week now. Just look at your barometer if you're in one of those regions - We haven't seen >30" readings for quite a while now. Right now, we're at 29.62, which is really low for this area.
With a cut-off low, you also have a chance for an Omega Block, where the jet stream across North America looks like a big Greek Omega character. It blocks systems from moving. If you're in the ridge area, you get warm sunny days. If you're in a trough, you have crappy cold rainy weather.
All these definitely affect wind direction.