With a headwind it's just a matter of gearing down,
ignoring the speedometer, and managing expectations. Water and food can become a problem eventually though
Crosswinds are a whole 'nother story. I have on occasion enjoyed the challenge and unique experience of cycling not perpendicular to the ground, marveling at the odd noises wind can make when rushing around telephone poles and wires and helmet vents and such. But throw in gusts and some traffic, and I think it's time to do something different - as long as it doesn't involve setting up a tent.
Somewhere on Youtube is a humorous video of some Dutch cyclists attempting to ride in a ridiculous crosswind. One poor skinny fellow I think has to be rescued by the team car.