I guess most people think of wanting warmer, heavier notes when the weather starts to go crisp and cool. People also get tired of the heat and their lighter, fresher scents toward the end of a long summer - think about how you look forward to that first wool sweater in the autumn.
For me, autumn is about woodier, spicier, sweeter scents, and my favorites are:
Coromandel: patchouli and white chocolate
Mona di Orio's Oud: woody, spicy, slightly floral
Egoiste: dried fruit, spicy, rosewood and sandalwood
Bois des Iles: Sandalwood and gingerbread notes
Habanita: Vanilla, leather, and vetiver
M7: spicy and sweet wood
Cuir Mauresque: leather, amber, jasmine
Theorema: Orange, amber, vanilla
There are also a few "busier" or more complex scents that smell great to me in cool weather but go a bit wrong in hot weather, like Bal a Versailles, Sikkim, and La Nuit (Paco Rabanne).
Still, I've been wearing some of these recently anyhow, because summer just hasn't really arrived here in England yet.