One of the one thousand and eight names of Śiva-Mahādeva (Siva-Mahadeva). In Śivasahasranāmastotra (Sivasahasranamastotra; the hymn recounting one thousand names of Śiva) he has been hailed as Anila twice. Anila in Sanskrit means ‘air’. Upaniṣadas (Upanishadas) consider air as one of the manifestations of brahma, the Supreme Being. According to Śvetāśvatara Upaniṣada (Swetaswatara Upanishada), when a person engrossed in yogic meditation actually attains brahma, he sees manifestations of natural elements, like snow, air, smoke and fire, in front of his eyes –

nīhāradhūmārkanilānāṃ khadyotavidyutsphaṭika śaśīnām
etāni rūpāṇi puraḥ sarāṇi brahmaṇyabhivyakti karāṇi yoge. 

According to Vedic and Upanishadic texts, air is one form of manifestation of brahma. Therefore it has been said that at the time of death, when the soul of the mortal (jīvātmā; jivatma) becomes one with the Universal Soul (paramātmā; paramatma), the breathing air or life force of the mortal is diffused into the air which is a form of brahma. Īśopaniṣda (Isopanishada) has a verse which says, “Now that my time has come, let my breathing air untie its association with the mortal shell and diffuse into the Great Air, let my body amalgamate with ashes” –

vāyuranilamamṛtamathedaṃ bhasmāntaṃ śarīram. 

Śiva, time and again, has been considered a form of the Supreme Soul or brahma and therefore identified with various other manifestations of brahma as well, air being one of which. This is the reason behind hailing Him as Anila in Śivasahasranāmastotra. From the same argument originates another name of Śiva: Anilābha (Anilabha).