Windscreens and Pop Filters
Windscreens (as the name suggests) prevent microphone capsules from being overdriven by wind. Windscreens are an integral part of some mics, but usually windscreens are separate items that can be added when needed.
In studio situations, since there's actually no wind, windscreens can act as a pop filter to protect the microphone capsule from plosive sounds (the Ps, Bs, and Fs).
In field recordings, like production dialog for movies that are shot outdoors, windscreens do protect mics from wind noise. Since, wind velocity is zero at ground level and increases with height, mics like booms that are often held above the actors can be more susceptible to wind noise. Often boom mics will use a more aggressive windscreen called "a blimp", which is very effective at reducing wind noise.
In addition to windscreens, pop filters are often used in studios when recording voice. These are generally more effective at preventing the plosive sounds from overdriving the capsule. Pop filters can be fabric, or metal. The fabric pop filters work by absorbing most of the energy from a plosive blast, so that very little of it reaches the mic capsule. Metal pop filters have holes that redirect the blast away from the mic.
Both windscreens and pop filters are designed to be acoustically transparent to all the audio that isn't a gust of wind or a blast of air, so that they have a negligible effect on the recording quality.