Ithaqua is the deity of the winds in the Cthulhu Cycle. Some of his other names include 'the Wendigo', 'He Who Walks on the Winds' (or just the 'Wind-Walker'), and 'the Snow-Thing'. He appears as a humanoid shape of black dust or smoke, able to change size at will, with carmine eyes. He regularly impregnates women from Earth and other worlds - mostly beautiful white women. This is because he wants someone to walk the winds with.
Ithaqua's powers control every aspect of the weather (though some think that he is the weather) - hail, tornadoes, thunderstorms. He can walk on the winds (hence his name), and uses this ability to travel between worlds. When he touches someone, they become immune to cold. He was, and still is, confined to the far north of Earth by the Elder Gods, but it is unknown if he is similarly restrained on other planets. Due to this restraint he is commonly worshiped by Inuits and Russians. His worshipers leave him sacrifices, whom he collects and transports or kills. He occasionally serves Hastur in missions of particularly high importance.
Ithaqua was created by August Derleth, in his story "The Thing that Walked on the Wind", rather than by H.P. Lovecraft. Derleth was influenced by Algernon Blackwood's "The Wendigo". In Brian Lumley's Titus Crow series, Ithaqua rules Borea and has many worshipers there, along with a daughter by the name of Armandra.