It gets brownie points for the funny names.
Like the first expansion, each campaign focuses on a different character. One of them, of course, being Spazz Maticus. Unlike the first expansion the campaigns in Winds of War are fairly entertaining, but only because of the names.
A new building type with a different version for each faction has once again been added. Along with that are some new scenarios to add to the replayability, but once again... no random map generator.
I don't know if it was intentional, but Winds of War seemed like a comedy relief expansion to me. I laughed and laughed because the names were so delightful, then I laughed some more. Seriously though, like The Gathering Storm, Winds of War isn't really worth tracking down unless you really liked Heroes IV and want more campaigns and scenarios as there's nothing else of note added.