Ohio Weather

I love how last night I walked back to my room from working out in the rec center with a tank top on and I was comfortable. Then I wake up this morning to, I swear, sub-zero temperatures and one hundred mile per hour wind. Cool. So I was thinking about it and I realized it seems like you can't really act like it's windy. I mean, you can wear makeup to make you look freezing, and you can shiver and wrap your arms around your body, etc... but you can't fake your hair and clothes blowing and, unless you're an amazing actor, your eyes watering etc... I guess in movie sets they actually have to simulate the wind, while the temperature remains normal?