Answer:
Dim the lights, not too much, just noticeably dimmed. Have sheets waving slowly to imitate wind and the have stage-hands run their hands left to right (audience perspective) across the screen behind the stage, but out of the view of the audience and actors. Depending on the scene, use dark gray or silver ribbons being blown the same direction as the stage hands behind the screen. Slow showers of light glitter from a catwalk with work as well, but it could effect the actors.
