[InclinedPlane]

Some people attribute this to confirmation bias (and there is a reply here doing just that) but it is a real phenomenon due to several causes. The simplest is the fact that if you consider all of the directions the wind might blow when you are standing next to a fire you are blocking the wind that would blow the wind directly away from you. This gives a slight bias toward the smoke being blown toward you when you stand near a fire.

However, when you are standing "upwind" of the fire you don't simply block the wind, you create a recirculation zone of turbulent air in front of you. If you are close enough to a fire then this recirculation zone will be able to suck in the smoke from the fire, towards you.

Additionally, the heat of a fire will create a convective flow, with air flowing upward (due to the heat) and being replaced from all sides laterally. So even if there is no wind there will still be a convective airflow which gives rise to that turbulent recirculation zone in between you and the fire.

Thus you have a situation where only in the case where there is a wind blowing substantially sideways relative to the line between you and the fire will the smoke not be attracted to you if you are close enough to the fire.

This can be avoided simply by standing far enough away from the fire to avoid these various effects.

[JoeAltmaier]

The explanation is welcome. The solution is not so useful, because often the fire is there to keep you warm. Standing further away may defeat the point entirely :)

[kragen]

You can make a bigger fire, or heat rocks in the fire and sit in front of the rocks, or burn the wood to charcoal under a big pile of dirt before using it for your fire, or pipe water through the fire and run it through a radiator, or insulate your tent, or build big thick adobe walls with enough thermal mass to keep your temperature reasonable, or use careful passive solar design to keep your entire house at a comfortable temperature all year round.

There are options that don't involve smelling like a campfire.