There has been much discussion recently on various forums an whether it is possible to build a device that will travel directly downwind faster than windspeed. If I have time I hope to add links to the various discussions but until then a good place to start are the videos from JB and Spork.
This page is my attempt to help people understand how this is possible. Many people get stuck thinking that it is impossible to have a device travel faster than its input. One of the simplest examples of this is shown below as "Gears", there is a picture and a video of t in action. As the chain is pulled to the right, the wheel moves significantly faster.
The second picture and video are of a simple cart which also moves faster than its input. This is much more analogous to the carts that Jack Goodman, the JB/Spork team, and other have built. As the wheels turn, the gearing turns the shaft. The shaft has a threaded bolt on the end with a "nut" threaded on to it. Pushing on the nut turns the wheels which turns the shaft and as the threads turn the cart moves faster than the nut which is pushing it. The wind powered versions have a propeller in place of the threaded rod and the input is via the wind rather than a nut. Obviously a propellor is not 100% efficient but a growing number of videos clearly show that it's efficient enough to accomplish the task.