In the episode "The Snowmen" the doctor claims "No one can control the clouds that would be silly; the wind, a little bit." I was wondering if there is any evidence supporting this earlier in the show?
Yes, he probably can.
Although we have never seen him do so on-screen before, controlling localized wind strength/direction seems completely plausible given the known capabilities of the TARDIS and the Time Lords.
The TARDIS has shown the ability to control the weather to a slight degree, such as being able to create a legitimate snowfall in London in "The Runaway Bride" (as opposed to the ashes-of-dead-aliens snowfall of "The Christmas Invasion"). Given the degree of advanced scientific knowledge of the Time Lords had and the abilities the TARDIS has already showing, the ability to maniuplate high/low temperature atmospheric regions, which would "control" the wind, seems entirely reasonable.
However, it seems as if the Doctor was being facetious here, not because he claimed that he could control the wind, but because he claimed he could not control the clouds. Of course, he had obviously done exactly that, by moving his cloud (and TARDIS) where he needed it to go, and seeming to exert control over the density of the water vapor.
Being able to control the density of water vapor and movement of the wind is all it would take to control cloud formation, so if anything, it's more likely that -- on a small scale -- he can do both.