Depending on the covering and the wind loads the code does address the application direction
Asphalt shingles
R905.2.7 Underlayment application.
For roof slopes from two units vertical in 12 units horizontal (17-percent slope), up to four units vertical in 12 units horizontal (33-percent slope), underlayment shall be two layers applied in the following manner. Apply a 19-inch (483 mm) strip of underlayment felt parallel to and starting at the eaves, fastened sufficiently to hold in place. Starting at the eave, apply 36-inch-wide (914 mm) sheets of underlayment, overlapping successive sheets 19 inches (483 mm), and fastened sufficiently to hold in place. Distortions in the underlayment shall not interfere with the ability of the shingles to seal. For roof slopes of four units vertical in 12 units horizontal (33-percent slope) or greater, underlayment shall be one layer applied in the following manner. Underlayment shall be applied shingle fashion, parallel to and starting from the eave and lapped 2 inches (51 mm), fastened sufficiently to hold in place. Distortions in the underlayment shall not interfere with the ability of the shingles to seal. End laps shall be offset by 6 feet (1829 mm).