This paper describes analysis and measurements of the yaw response of tail fins for small wind turbines. It is based on an extension of unsteady slender body theory (USBT) to cover non-slender fins and high angles of incidence, both of which make the theory nonlinear. We provide three main additions to the substantial literature on linearized USBT for tail fins. First, USBT is extended to high angles by modeling the nonlinear vortex dynamics. Second, the restriction to slender bodies is removed by modeling the chordwise load variation. Third, we consider the effect of time-varying wind speed. The extended theory is compared to wind tunnel measurements of the yaw behavior of delta, elliptical, and rectangular tail fins without a rotor and nacelle. The fins were released from initial yaw angles of −40° and −80°; the latter is of sufficient magnitude to show the importance of the nonlinear yaw dynamics. Generally good agreement was found between the theory and measurements, and the theory was shown to be more accurate than a “polar” or quasi-steady model which uses only the lift and drag of a delta planform. Of the three planforms, the rectangular one showed the lowest accuracy in terms of frequency but the damping was accurately predicted. Overall, the results demonstrate the importance of nonlinearity in the response of a yawing tail fin, particularly for the higher aspect ratio fins at large yaw angles.