On-camera directional shotgun mic
If you're shooting with a DSLR with a mic input and hot shoe mount, this is a good option to reduce wind noise. You'll still want to find a quiet corner and preview a sample clip before you start interviewing someone. This will replace the audio that your camera is receiving, so make sure it's turned on.

Additional Wireless Mic Option
An easy to use mic option that gives you flexibility to pick up good sound quality away from the camera mic.    

Portable handheld recorder
This records audio separately from your camera onto its own memory card. You'll need to manually line it up with the footage, so it's best to have someone clap while on camera. This will allow you see a spike on the waveform from the recorder and your camera and line them up so the audio isn't out of sync. You'll need to manually set the audio levels based on the proximity of the mic to the person, and if you're fighting wind, wear headphones to listen for wind gusts and prompt your interviewee to repeat what they said. Todd Gleason has the interviewee hold this against their chest (once he's determined the right audio level) to block wind and get a steady recording, so his hands are free to film.

The recorder can also be combined with a lavalier mic. If you're feeling ambitious or don't have a crew to help you, you can film while wearing the recorder around your neck with a lanyard strap, while the receiver is clipped to your pocket, while wearing headphones to film and monitor the audio all at the same time. This takes practice.

External Microphone with Wind Muff

Shock-resistant structural design can effectively reduce vibration noise. Which can primely prevent the noise of the jitter during video shooting and provides your video with more excellent voice and can effectively reduce the noise of the surrounding environment to be picked up.