my %locs_by_wind_dir;

for my $loc (keys(%wind_dir)) {
   for my $wind (split /,/, $wind_dir{$loc}) {
      push @{ $locs_by_wind_dir{$wind} }, $loc;
   }
}

print("$_\n") for @{ $locs_by_wind_dir{'AE'} };  # Loc A, Loc B