Here’s a complete list just for reference.
Windmill (Or In German: Zwickmühle): A series of attacks and discovered attacks with two pieces that is used on a piece, most often the King to gain material.
Two Points On How They Work:
The stationary piece is one with infinite range. It will be a bishop, rook, or a queen.
The moving piece does not attack along the same direction as the stationary piece. This means that a vertical/horizontal stationary would have a diagonal mover, and a vertical/horizontal stationary has a vertical mover. However, kings and knights can be used for both horizontal/vertical and stationary pieces.
There are two categories-one for horizontal/vertical and one for diagonal stationary pieces. The moving piece will be listed first, and then the stationary piece for each example listed. I am showing already known compositions, and they are all winning examples. While drawing problems do exist, these generally show the concept better.
Horizontal/Vertical Stationary Pieces-
Bishop+Rook/Queen
[Title "Alfred O. Karlström (6081), The Swallow, 02/1940"]
[FEN "k2K2n1/Bp6/1p6/1pp5/R2p4/4p3/5p2/6b1 w - - 0 1"]
1. Ra2 Bh2 2. Bxb6+ Kb8 3. Ba7+ Ka8 4. Bxc5+ Kb8 5. Ba7+ Ka8 6. Bxd4+ Kb8 7. Ba7+ Ka8 8. Bxe3+ Kb8 9. Ba7+ Ka8 10. Bxf2+ Kb8 11. Ba7+ Ka8 12. Bg1+ Kb8 13. Bxh2#
Source: German Wikipedia
I’ll give a bishop/queen example though just for fun.
[FEN "4r1k1/5p2/R5BQ/5p2/4p3/3n4/b1n5/br6 w - - 0 1"]
1. Bh7+ Kh8 2. Bxf5+ Kg8 3. Bh7+ Kh8 4. Bxe4+ Kg8 5. Bh7+ Kh8 6. Bxd3+ Kg8 7. Bh7+ Kh8 8. Bxc2+ Kg8 9. Bh7+ Kh8 10. Bxb1+ Kg8 11. Rg6+ fxg6 12. Bxa2+ Re6 13. Bxe6#
Source: Aron Nimzowitsch, My System
Knight+Rook/Queen-From Mike Jone’s Wonderful Answer
[FEN "5rk1/R7/6N1/4p3/5p1p/8/8/K5R1 w - - 0 1"]
1. Nxh4+ Kh8 2. Ng6+ Kg8 3. Nxf4+ Kh8 4. Ng6+ Kg8 5. Nxe5+ Kh8 6. Ng6+ Kg8 7. Nxf8+
Here's an extension of that matrix.
[FEN "3rk2K/1NpR2p1/4N2B/2p2pp1/B2p1p2/8/8/4R3 w - - 0 1"]
1. Nexd8+ Kf8 2. Ne6+ Ke8 3. Nxc7+ Kf8 4. Ne6+ Ke8 5. Nexc5+ Kf8 6. Ne6+ Ke8 7. Nxd4+ Kf8 8. Ne6+ Ke8 9. Nxf4+ Kf8 10. Ne6+ Ke8 11. Nxg5+ Kf8 12. Ne6+ Ke8 13. Nxg7+ Kf8 14. Nxf5#
Diagonal Stationary Pieces-
Rook+Bishop/Queen
This one takes the concept of a rook and biship windmill to it absolute limit. Yes it is an illegal position, but it greatly shows the power of the windmill.
[Title "Josef Krejcik,, Pages 41-42 Of The February 1925 Wiener Schachzeitung"]
[FEN "5nk1/nbnbnbrR/6bn/6n1/6b1/2B3n1/1K4b1/r5n1 w KQkq - 0 1"]
1. Rxg7+ Kh8 2. Rxf7+ Kg8 3. Rg7+ Kh8 4. Rxe7+ Kg8 5. Rg7+ Kh8 6. Rxd7+ Kg8 7. Rg7+ Kh8 8. Rxc7+ Kg8 9. Rg7+ Kh8 10. Rxb7+ Kg8 11. Rg7+ Kh8 12. Rxa7+ Kg8 13. Rg7+ Kh8 14. Rxg6+ Kh7 15. Rg7+ Kh8 16. Rxg5+ Kh7 17. Rg7+ Kh8 18. Rxg4+ Kh7 19. Rg7+ Kh8 20. Rxg3+ Kh7 21. Rg7+ Kh8 22. Rxg2+ Kh7 23. Rg7+ Kh8 24. Rxg1+ Kh7 25. Rg7+ Kh8 26. Kxa1 Nh7 27. Rg6+ Nf6 28. Rxh6+ Kg7 29. Rxf6
Source: Edward Winter’s Chess Notes
Knight+Bishop/Queen
[Title "Mate In 29, M. Kwiatkowski, 1992"]
[FEN "3n4/rBp1p3/2P5/2PK4/k2N4/pp2R3/bppB2Rp/q1n1r1b1 w - - 0 1"]
[startply "12"]
1. Rg4 h1=Q+ 2. Nf3+ Kb5 3. Rb4+ Ka5 4. Rbe4+ Kb5 5. Nd4+ Ka4 6. Ne2+ Kb5 7. Nc3+ Ka5 8. Nxa2+ Kb5 9. Nc3+ Ka5 10. Ne2+ Kb5 11. Nd4+ Ka4 12. Nf3+ Kb5 13. Rb4+ Ka5 14. Rbxb3+ Ka4 15. Rb4+ Ka5 16. Rbe4+ Kb5 17. Nd4+ Ka4 18. Ne2+ Kb5 19. Nc3+ Ka5 20. Na2+ Kb5 21. Ba6+ Rxa6 22. Nc3+ Ka5 23. Ne2+ Kb5 24. Nd4+ Ka4 25. Nf3+ Kb5 26. Rb4+ Ka5 27. Rb6+ Ka4 28. Rxa6+ Kb5 29. Ra5#
Source: Tim Krabbe's Wonderful Site
King+Bishop/Queen-From Professor Noam D. Elkies Thoughtful Answer
[FEN "8/8/1n1p1p2/3K1k2/8/1P6/6B1/8 w - - 0 0"]
1. Kc6! Na8 2. Kxd6 Nb6 3. Kc7