Aeolus

Aeolus, is the custodian of the four winds. A minor deity, he is the son of Astraeus and Eos, and lived on one of the rocky Lipara islands, close to Sicily (or what is now called Sicily).

History
In the caves on this island were imprisoned the winds, and Aeolus, directed by the higher gods, let out these winds as soft breezes, gales, or whatever the higher gods wished. Being visited by the Greek hero Odysseus, Aeolus received him favorably, and on the hero's departure presented Odysseus with a bag containing all the adverse winds, so that his friend might reach Ithaca with a fair wind. Odysseus did as Aeolus bid, but in sight of his homeland, having been untroubled by foul weather, he fell asleep and his men, curious, opened the bag, thus releasing all the fierce winds, which blew their ship far off course.

The Last Olympian
Aeolus is mentioned in The Last Olympian. He sent his most powerful minions to guard Olympus. Anybody (except the gods and later the pegasi) who tried to go near it would be knocked out of the sky.

The Lost Hero
Aeolus appears in The Lost Hero when the characters visit his palace. He appears to have gone insane from filling in the gods weather requests. He also wants a promotion from Zeus to become a god, and not a 'Master of Winds'. He says that the benefits are so much better. He was the one who ordered the four seasonal winds to not help any demigod who asks for help, and to kill them. He was originally going to help Jason and his group by sending them to their next destination when a voice in his head (presumably Khione or even Gaia) convinced him not to.

Trivia

 * Aeolus seems to be the first "God" who isn't an actual God.
 * Aeolus seems to be in touch with all of the Gods, even when Olympus is closed.
 * He is the only immortal who appears to be suffering from a mental condition (Insanity).