Santa Anas are a type of foehn wind, the result of air pressure buildup in the high-altitude Great Basin between the Sierra Nevada and the Rocky Mountains. The air is forced down the mountain slopes of the Transverse Ranges and out towards the western Pacific coast; the air mass is heated by compression as it falls and further heated and dried by a trip through the Mojave Desert before reaching the Los Angeles Basin at typical speeds of 35 knots.
The combination of wind, heat, and dryness is notoriously conducive to wildfires.
A similar phenomenon in the Rocky Mountains is called the Chinook winds.
There is also a band named the Santa Ana Winds.