Rotor ships, aka Flettner ships
en.wikipedia.org
en.wikipedia.org
edit: oops! link: http://www.icar-101.com/icar/index.php
http://en.wikipedia.org/wiki/E-Ship_1
It looks like it takes advantage of the fact that conventional ship propulsion still needs fuel and HAS wind if under way (and not travelling such that its velocity relative to its surrounding airmass is zero).
The article suggests that combining standard ship propulsion with the Flettner rotors saves fuel : "The Flettner drive allows for projected fuel savings of 30-40% at a speed of 16 knots."
The motion of a ship shifts the apparent wind forward (it is a vector addition of the wind's velocity vector and the ship's velocity vector). The faster a ship goes, the less useful the real wind will be since the apparent wind shifts forward, making the "sails" less efficient. The Wikipedia article had an anecdote that the Flettner rotors worked to 20-30 degrees from dead ahead. That is pretty good for a sailing ship of 1924 vintage, but still leaves large angles where the wind is not useful. It also didn't say how efficient the rotor was at 20 degrees apparent wind. :-O
Obviously, a Flettner rotor sailing ship is vulnerable to all the problems of a traditional sailing vessel: wind is unreliable (except in the trades) and often comes from a direction that is not useful (astern, forward). Note that the trade winds are east/west and a ship generally wants to go east or west to cross the ocean. Square rigger ships like to sail downwind. Flettner rotors, not at all.
But who knows if you would be able to get the same or more savings if you capture the heat and just use it to drive another propeller.