Hi Vitaliy,
this is really nice. I had noticed before that FindDistribution suggests different distributions in different places. Here is an example for the UK.
citiesUK = CountryData["UnitedKingdom", "LargestCities"];
data = {#, #["Coordinates"],
FindDistribution[
Select[QuantityMagnitude[
WeatherData[#, "WindSpeed", {{2004, 1, 1}, Date[], "Day"}][
"Values"]], NumberQ]]} & /@ citiesUK;
Plot[PDF[#, x] & /@
DeleteCases[data[[All, -1]], _FindDistribution], {x, 0, 50},
AxesLabel -> {"Windspeed", "Probability"}]

It is relatively easy to see what distribution are found with which frequency:
Tally[Head /@ (DeleteCases[data[[All, -1]], _FindDistribution])]
(*{{MixtureDistribution, 15}, {ExtremeValueDistribution, 61}, {GammaDistribution, 20}, {InverseGaussianDistribution, 1}, {WeibullDistribution, 1}, {MaxwellDistribution, 1}}*)
Or
BarChart[Apply[Labeled, Reverse[Reverse@SortBy[{{MixtureDistribution, 15}, {ExtremeValueDistribution, 61}, {GammaDistribution, 20}, {InverseGaussianDistribution, 1}, {WeibullDistribution, 1}, {MaxwellDistribution, 1}}, Last],2], {1}]]

I'd like to study the MixtureDistributions in more detail and read out the constituent parts:
If[Head[#] === MixtureDistribution, Head /@ #[[2]], Head[#]] & /@ DeleteCases[data[[All, -1]], _FindDistribution]
I can tally that now:
Reverse@SortBy[Tally[If[Head[#] === MixtureDistribution, Head /@ #[[2]], Head[#]] & /@ DeleteCases[data[[All, -1]], _FindDistribution]],Last]

BarChart[Apply[Labeled,
Reverse[{Rotate[#[[1]], Pi/2], #[[2]]} & /@
Reverse@SortBy[
Tally[If[Head[#] === MixtureDistribution, Head /@ #[[2]],
Head[#]] & /@
DeleteCases[data[[All, -1]], _FindDistribution]], Last], 2], {1}]]
gives

We can now attach values to the different distributions:
rules = MapThread[
Rule, {Reverse@
SortBy[Tally[
If[Head[#] === MixtureDistribution, Head /@ #[[2]],
Head[#]] & /@
DeleteCases[data[[All, -1]], _FindDistribution]], Last][[All,
1]], Range[
Length[Reverse@
SortBy[Tally[
If[Head[#] === MixtureDistribution, Head /@ #[[2]],
Head[#]] & /@
DeleteCases[data[[All, -1]], _FindDistribution]], Last]]]}]
and then plot
GeoRegionValuePlot[#[[1]] -> #[[2]] & /@
Transpose[{Delete[citiesUK, 12],
If[Head[#] === MixtureDistribution, Head /@ #[[2]], Head[#]] & /@
DeleteCases[data[[All, -1]], _FindDistribution] /. rules}],
GeoRange -> Entity["Country", "UnitedKingdom"],
PlotRange -> {-0.5, 11, 0.5}, ColorFunction -> ColorData["Rainbow"]]

These are too few cities to make any general statement, but there might be a pattern to it, i.e. there are three green dots close to Liverpool an Manchester.
I am trying to do this for Europe now, but there are
citiesEurope = Flatten[CountryData[#, "LargestCities"] & /@ EntityList[EntityClass["Country", "Europe"]]];
citiesEurope // Length
3844 cities, so it takes a bit longer.
Cheers,
M.