Wind turbines are key elements in the field of renewable energies. They can be considered as engineering evolutions of old-fashion windmills appearing in the master work by Miguel de Cervantes: Don Quijote de la Mancha. The main subject of this paper is related to fracture behaviour and structural integrity of cold drawn pearlitic steel wires for wind turbine structures and foundations. At the microscopic level, cold drawing generates progressive slenderizing and orientation of the pearlitic colonies (first microstructural level) and increasing orientation and densification of the ferrite/cementite lamellae (second microstructural level), thereby inducing anisotropic fracture behaviour and crack path deflection. In addition, the hierarchical structure of cold drawn pearlitic steel wires in two microstructural levels (colonies and lamellae) allows a consideration of them as hierarchically structured materials (HSM). Furthermore, an analogy is established in the paper between the microstructural arrangement in cold drawn pearlitic steels and the multi-level structure of Johann Sebastian Bach’s music.