Why evacuate upwind?
There are two problems linked to the wind after accidents:


Inflating the slides.
Running away from the aircraft when on the ground


@DavidRicherby listed the reasons related to running away upwind to try to avoid the effects of flames and fumes (visibility, heat, toxicity). This is part of the IATA guidelines for post-evacuation:


  Post-evacuation. Once outside the aircraft, the cabin crew is
  responsible for the passengers until relieved by the authorities or
  emergency services. Until this help arrives, the cabin crew should:
  - Direct passengers upwind and away from the aircraft;
  - Assemble passengers;
  - Direct passengers away from fuel, fire and vehicles;  


Source

While it appears running upwind is a good choice, deploying slides upwind has not always been a good idea.

A study was conducted by the National Aerospace Laboratory (NLR) in Netherlands, about slides issues during evacuation. It was published by the Flight Safety Foundation in 2005:


Analysis of Evacuation-slide Problems 
Calls Attention to Recurrent Issues


The scope of the search was the period 1970–2003 and covered aircraft operations worldwide. NLR researchers identified 150 accidents in which slides were used. A total of 89 slide problems were identified:

  

One problem was slides not inflating due to the wind:


  Wind had an adverse effect on the use of slides in 11 slide problems
  (12.4 percent) analyzed by NLR researchers. Typically, wind blew the
  slide against the side of the aircraft, preventing its use.


  

To allow using the upwind side of the cabin for slide deployment, today, aircraft certification include this requirement for slides:


  4.20 Wind. The device must be shown, in 25-knot winds directed from the most critical angle, to deploy and, with the assistance of only
  one person who has evacuated down the device, to remain usable after
  full deployment to evacuate occupants safely to the ground.  


Source

See also:


IATA - Cabin Operations Safety - Best Practices Guide
EASA ETSO-C69, Emergency evacuation slides, ramps, ramp/slides, and slide/rafts