Vayu is wind, and also breath, and the same Sanskrit word, prana, does for both, which is why Vayu matters far beyond his modest role in the Vedic sacrifice, for breath is the life within the body as wind is the life of the world. A famous story in the Kena Upanishad takes his measure: the gods, puffed up after a victory that was really the work of brahman, the absolute, are confronted by a mysterious presence, and Vayu (like Agni before him) is sent to find out what it is; told to move a single blade of grass, the god of all the winds cannot budge it, and learns that his power was never his own.
Vayu is the father of Bhima, the strongest of the Pandavas, in the Mahabharata, and of Hanuman in the Ramayana; and the philosopher Madhva, founder of the Dvaita (dualist) school of Vedanta, is counted his third incarnation, which gives Vayu a doctrinal standing in that tradition that he holds nowhere else. He guards the northwest among the directional deities and is invoked in pranayama, the breath-discipline of yoga.