In 1991 Nancy Holt developed Four Winds Holding the Sun as a proposal for Central Connecticut State University in New Britain. She conceived the sculpture as four looping aluminum forms aligned with the cardinal directions. Rising to 18 ft. (5.5 m), the sculpture would extend across a circular plaza around a large elevated ring, with a second ring set into the ground beneath it. Visitors could walk beneath and through the sculpture or sit on a low concrete wall surrounding part of the plaza.

At solar noon on the summer solstice, sunlight passing through the elevated ring would form a circle of light within the ring set into the ground. Holt connected the title to ancient maps in which winds, emanating from the sun, blow from the mouths of angels in the four corners, and to the circular compass patterns of windroses.

In 1997 Holt returned to Four Winds Holding the Sun for a proposal at Crossley Park on Route 66 in Moriarty, New Mexico. Living nearby in Galisteo, she regularly passed through Moriarty on her way to and from Albuquerque and wrote that she had “become quite familiar with the town and have developed a fondness for it.” She described the area as a place where “the winds often blow wildly and the sun is gloriously present.” The revised proposal retained the cardinal and summer-solstice alignments of the 1991 project.