This is a great question. I don't ride much anymore due to knee problems, however, I have 40K miles under my belt. So, I've experienced some serious headwinds.
At about 15MPH, a headwind would slow me down to a crawl, in granny gear. I always ran a mountain bike gearset on my road bike. Not because I need hill climbing power, but because I have never been able to buck a strong headwind with road bike gearing.
One Christmas day, about 20 years ago, I rode my bicycle into work (about 22 miles) and by the time I rode home, a "Nor-Eastr" storm was coming. Headwinds were 25MPH+ on my ride Northbound! Ugh. It took me something like 4 hours to get home.
I was riding the slowest gear my mountain gearset had. I hovered around 5MPH or so the entire way home. Had to stop at a 7-11 type store to eat and drink some more.
It was not fun.