Margaret Mitchell toyed with various titles for her novel, including Tomorrow Is Another Day (the last line of the novel) and Bugles Sang True. Obviously, she eventually settled on Gone With the Wind.
The title appears in the novel itself when Scarlett muses, "Was Tara still standing? Or was Tara also gone with the wind which had swept through Georgia?" (24.37). Here, "gone with the wind" refers to the pre-war—or antebellum—South, and its culture, as well as to everything that's been destroyed by the Civil War. Think: brave men, elegant women, slavery, and oppression.
The title also refers to a poem by Ernest Dowson with a fancy Latin title "Non Sum Qualis Eram Bonae sub Regno Cynarae," which means, "I am not as I was under the reign of the good Cynara." The relevant bit is found in the third stanza:
I have forgot much, Cynara! gone with the wind,
Flung roses, roses riotously with the throng,
Dancing, to put thy pale, lost lilies out of mind;
But I was desolate and sick of an old passion,
Yea, all the time, because the dance was long;
I have been faithful to thee, Cynara! in my fashion.
This isn't about losing a society or a culture; it's about losing a love, or trying to lose the memory of a love. So the title Gone With the Wind is both about losing the South and losing love, and the two are mixed up together, so that Scarlett's romantic failure is glorified as part of the fall of the South, while the fall of the South is made romantic and lovely because of Scarlett's failed romance.