[arethuza]

Humidity and/or wind?

I've noticed temperatures in Scotland on mountains feeling much colder than lower temperatures in the Alps.

[cafard]

Largely humidity.

In Denver, I could run for an hour in direct sunlight with the temperature about 30 C. In Washington, DC, that would have been suicidal.

[dionidium]

Yes, but DC is famous for its humidity, whereas Phoenix is known for its "dry heat."