We're capable of lots of ideas, but you've not provided much information. How about a photo of your coop and yard for starters? And tell us where you are and what the climate is.
Seeing your coop and yard will provide us with an idea of your limitations. And knowing your climate will tell us about temperature gradients and local vegetation where we might get some ideas.
For example, where I live, the wind is so brutal at times, plastic sheeting stapled to a run will just rip off and flap madly in the wind. My wind breaks consist of fixed plastic panels and old full length glass doors to block both summer and frigid winter winds, each from a different direction. I also utilize native vegetation - slender straight juniper tree stems assembled into a windbreak fence. Juniper is like a prolific weed here.
I use burlap on my garden windbreak fences, but beware that it sags considerably when wet, and the wind whips it around so badly, it shreds in no time unless sandwiched between supports.