[HPsquared]

For wind there is leeward (downwind) and windward (upwind). I don't think there are common terms for the 2 crosswind directions though?

[sergiosgc]

I'm not familiar with sail vocabulary in English, but in Portuguese there is only downwind (sotavento) and upwind (barlavento). Functionally you don't need the other two, so I imagine it's similar in English.