"Windy Apple" was created on Simpsons episode #90, "The Last Temptation of Homer," that originally aired on December 9, 1993.
http://en.wikipedia.org/wiki/Capital_City_(The_Simpsons)
Capital City (often written Capitol City) is a fictional state capital from The Simpsons. It is the capital of the state where Springfield and Shelbyville are located. The city nickname is "The Windy Apple" (a portmanteau of The Windy City and The Big Apple). Principal Seymour Skinner was born in the city, and Milhouse Van Houten's mother, Luanne Van Houten, moved there after her divorce.
http://www.snpp.com/episodes/1F07.html
Smithers: Simpson, Simmons: you two have been chosen to represent us at the national energy convention. Congratulations! You'll be spending two nights together in glamorous Capital City.
Mindy: Wow, Capital City! The Windy Apple!
http://www.tv.com/episode/1375/summary.html
The Last Temptation Of Homer (episode #90)
Originally aired: Thursday December 9, 1993 on FOX
Writer: Frank Mula
Director: Carlos Baeza
(...)
Mindy: "The Windy Apple?"
This nickname for Capitol City is a play on both the nicknames of New York City (The Big Apple) and Chicago (The Windy City).
(Google Groups)
"The Last Temptation of Homer" - 1F07 - Mo' Slomo Mania, refs, etc ...
... The first such incident occurred in 1956 when..." - Capital "The Windy Apple" combines:
- New "The Big Apple" York and Chi "The Windy City" cago - Capital City ...
alt.tv.simpsons - Dec 11 1993, 12:33 pm by Ron Carter - 14 messages - 11 authors
(Google Groups)
1F07, "The Last Tempation of Homer"
... Yet, you spelled it "Catpital" when you were quoating Mindy Mindy: Wow, Capital City! The Windy Apple! Was that a mistake on your part? ...
alt.tv.simpsons - Dec 13 1993, 5:16 am by Alan Gindlesperger - 3 messages - 3 authors
11 August 1984, Chicago Tribune, "$59 to Newark," pg. 10:
People Express Airlines, one of those budget carriers on the East Coast, got the latest round of fare slashing started when it offered its $59 no-frills flight from O'Hare International Airport to Newark. United Airlines, which has been flying the Windy-Apple route for about half a century, then decided to match on its flights to two New York airports People's fare to Newark.
Nicknames of Other Places • Windy Apple (fictional Capital City nickname) • (0) Comments • Wednesday, April 12, 2006 • Permalink

