Any evergreen that is well-suited to your site's soils and growing zone can serve as a windbreak. Some of the most common evergreen trees used for windbreaks in the U.S. include pines, spruces, junipers, and cedars.
A note here on the term "evergreen:" Not every tree that looks evergreen maintains its foliage year-round. For example, bald cypress, larch and Dawn Redwood are popular conifers that lose their leaves in the winter. These would not be good as a wind break. Also, the mature form and size of a given species or cultivar should be considered when selecting a tree to provide wind protection. Your local university Extension Service or Conservation District can provide you with suggested windbreak species for your area.
These Leyland Cypress provide great wind protection when planted in a dense row. Photo Credit: Raina Sheridan