The Windsor Knot was supposedly invented by the Duke of Windsor, although he denied it. This knot is awfully large.
To tie a Windsor Knot, drape the tie around your neck with the fat end falling to your right. Wrap the fat end around the thin end of the tie once, ascending so the fat end goes through the "V" made by the tie at your throat. Loop the fat end around the thin end again, this time descending across the front of the knot. Bring the fat end up through the "V" and drop it down through the second loop.
See also the Half-Windsor and the Four-in-hand knot.