Let's not forget the "Fog on the Barrow-Downs"!
And also the lament that Aragorn and Legolas sing for Boromir in "The Departure of Boromir," Book III. They sing of the North, South, and West Winds, but not of the East. When they are finished with their song....
Quote:
"You left the East Wind to me," said Gimli, "but I will say naught of it."
"That is as it should be," said Aragorn. In Minas Tirith they endure the East Wind, but they do not ask it for tidings.
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Mordor, of course, lies to the east of Minas Tirith, but the fact that even the wind is considered an ill thing is interesting. Plus the fact that they would 'ask the wind for tidings' serves to further the trend of the importance of Nature and weather.