Rycote, one of the top players in the windshield market, makes a great little sock, deadcat, or windgag (whatever you call it) for the Zoom H4. The device fits loosely over the recorder and is tightened in place by a nice little velcro strip on the bottom.
The Rycote Mini Windjammer for Zoom H4/Nagra Ares M is the ideal solution for those wanting to use the either of these popular location recorders for recording in areas where wind noise is likely to be a problem.
The Rycote Mini Windjammer is a softie style windshield that fits over the top of the Zoom or the Nagra to protect the built-in microphones from being affected by wind noise.