A structure almost unique to the falcons is a baffle in each nostril. Conventional wisdom is that these baffles regulate airflow, which would be handy if you were diving at speeds up to 200 mph or so. Other hypothesis, however, include that the baffles measure air speed or in some way help with the sense of smell. Curiously hawks, which also dive, lack these baffles.
A baffle can be easily seen in this young Peregrine Falcon, which was recovered in Canon Falls, Minnesota in July 2009 and was transported to the Minnesota Raptor Center. Unfortunately, this bird did not survive. (It had fledged from the Wells Fargo building in Bloomington, MN.)