On 2010 Mar 10, V407 Cyg was discovered in outburst, eventually reaching V< 8 and detected by Fermi. Using medium and high resolution ground-based optical spectra, visual and Swift UV photometry, and Swift X-ray spectrophotometry, we describe the behavior of the high-velocity profile evolution for this nova during its first three months. The peak of the X-ray emission occurred at about day 40 with a broad maximum and decline after day 50. The main changes in the optical spectrum began at around that time. The He II 4686A line first appeared between days 7 and 14 and initially displayed a broad, symmetric profile that is characteristic of all species before day 60. Low-excitation lines remained comparatively narrow, with v(rad,max) of order 200-400 km/s. They were systematically more symmetric than lines such as [Ca V], [Fe VII], [Fe X], and He II, all of which showed a sequence of profile changes going from symmetric to a blue wing similar to that of the low ionization species but with a red wing extended to as high as 600 km/s . The Na I D doublet developed a broad component with similar velocity width to the other low-ionization species. The O VI Raman features were not detected. We interpret these variations as aspherical expansion of the ejecta within the Mira wind. The blue side is from the shock penetrating into the wind while the red wing is from the low-density periphery. The maximum radial velocities obey power laws, v(rad,max) t^{-n} with n ~ 1/3 for red wing and ~0.8 for the blue. (truncated)