By now, you probably know that you should sandbag your gear. I mean, who would want their gear flying on their face when they talk about sand bags?
But sometimes the wind is just too fierce. Not only for a light stand but for any sort of modifier. In the movie below, German photographers Flash bros set out to shoot a portrait. Only the wind was a bit too strong even to hold a Profoto B1 500 TTL strobe with a small Profoto 2′ Octa. You can actually see how the wind drags both gear and assistant away.
A the end a portrait was taken and it was quite lovely, I must say.
P.S. If all else fails, you can always bury your gear against the elements.