When all ocean-going ships depended upon the wind to blow them along, a wind favourable to a vessel travelling east was unfavourable to one travelling west; but as ships were voyaging all over the globe – one westward, another to north or south – there was seldom a wind ‘blew nobody any good’, that did not benefit anyone at all.
By extension this proverb means that every calamity, loss or misfortune is of advantage to somebody. If Mr Harrison’s house is struck by lightning, Mr Johnson makes money out of repairing it; and if Mr Wilkins misses the last train home, the taxi-driver profits in consequence