Wikipedia entry here. Interpretations:

Joan Didion:

We know it because we feel it. The baby frets. The maid sulks....The heat was surreal. The sky had a yellow cast, the kind of light sometimes called "earthquake weather." My only neighbor would not come out of her house for days....In Los Angeles some teachers do not attempt to conduct formal classes during a Santa Ana, because the children become unmanageable.

....It is hard for people who have not lived in Los Angeles to realize how radically the Santa Ana figures in the local imagination....Los Angeles weather is the weather of catastrophe, of apocalypse, and, just as the reliably long and bitter winters of New England determine the way life is lived there, so the violence and the unpredictability of the Santa Ana affect the entire quality of life in Los Angeles, accentuate its impermanence, its unreliability. The winds shows us how close to the edge we are.

Raymond Chandler:

There was a desert wind blowing that night. It was one of those hot dry Santa Anas that come down through the mountain passes and curl your hair and make your nerves jump and your skin itch. On nights like that every booze party ends in a fight. Meek little wives feel the edge of the carving knife and study their husbands' necks. Anything can happen. You can even get a full glass of beer at a cocktail lounge.

NOAA's The Weather of Southern California: A Climate Overview:

Fall events can bring hot weather as well as strong winds. Most high temperature records in coastal California have occurred during a hot Santa Ana. Legend and lore have sprung from these uncomfortable conditions. Early Mexican residents called them los vientos del diablo - the devil winds. It is a strange time for residents near the coast because their mild climate turns into the Sahara for a time. Fires increase, crime seems to go up, and numerous health conditions worsen, such as allergies. Some claim earthquakes are more likely during this “earthquake weather.” Like the time during a full moon, it just seems that more weird things happen.