A missile silo disguised as a windmill? A helicopter in an unfortunate position? An odd and inefficient form of rotating radar antenna? A shuttle in launch position? (if one squints, they might think it's a broken windmill with the vanes having fallen off or something)

These are all just off the top of my head. Remember, if we're talking about someone who tends to, when they see a windmill, be unsure whether it's a windmill or an evil giant, there's probably a reasonable chance that they tend to get confused by other objects too, right? :)