We use `peaks over threshold' approach to estimate extreme wind loads calculated by taking into account the directional dependence of both the aerodynamic coecients and the extreme wind climate. Our interest is focused primarily on ultimate wind loads, that is, loads that are suciently large to cause member failure. For non-hurricane regions (1) we comment on issues raised by the fact that directional data published by the National Weather Service are incomplete, and (2) note that, owing to the relatively small sizes of the data samples, results on directional eects for mean recurrence intervals longer than a few hundred years are inconclusive. For hurricane-prone regions we show that, on average, the common practice of disregarding wind directionality eects is conservative for 50-year wind loads. However, according to our results, the degree of conservatism decreases as the mean recurrence interval increases. While individual estimates of speeds with very long mean recurrence intervals are unreliable, statistics based on estimates obtained from large numbers of records can provide useful indications of average trends and suggest that, for mean recurrence intervals associated with ultimate wind loads, the favorable eect of wind directionality tends to be marginal.