The Rudras are storm Gods in the retinue of Shiva, who is called Rudra in his fearful aspect.
The Linga Purana tells the following story: At the beginning Brahma asked Rudra to help him with creation. Rudra created beings like him, the Rudras. Brahma was startled and asked that Rudra should not create immortal beings, but only mortals. Rudra refused and Brahma asked him to stop, he would go on alone. Rudra agreed, but demanded that the Rudras stay as they were.
In the Padma Purana the eleven Rudras have the following names: Ajaikpada, Ahirbudhnya, Virupaksha, Raivata, Haraa, Bahurup, Trayambaka, Savitra, Jayanta, Pinaki, Aparajit.
Maruts are also storm Gods but associated with Indra, the king of Gods.