Having a window on your car that won't open is a major pain, and not being able to close it is even worse. Whether you have manual or power windows, there are a few things you can do to troubleshoot and possibly correct the issue. Even if it's a rear window you don't particularly care about, it can still be a good idea to investigate the problem, especially if it's a wiring issue, in case it could lead to other problems down the line.
Troubleshooting power windows
If you can usually open your car windows at the touch of a switch, but all of a sudden one of them isn't responding, you can bet your buttons the issue is electrical. The first thing to check is the fuse for the windows. If this is blown, replace it and see if that corrects the problem. If not, you may be looking at a busted switch on the door panel, a worn or damaged motor or faulty wiring. The mechanism responsible for raising and lowering the glass panel may also be broken and will need to be replaced. The system can be rather complicated, so unless you've got automotive or electrical expertise, you may want to consult a mechanic.
Fixing manual windows
Car windows that are opened and closed by turning a handle are typically easier to fix than electrically powered windows. Sometimes, the pane may slip out of the track that moves it and simply needs to be put back in place. To reach the inner workings of your window, you'll need to remove the plastic door panel. Start by removing plastic moldings around the door handle and taking off the window crank. Then, remove all of the screws and clips and the door cover should lift off easily. If it doesn't, check to ensure you haven't missed any screws. Do not force the panel or you make damage it. The owner's manual will have a detailed explanation of the layout of screws in the door panel.
Once you remove the panel, you'll need to peel back the plastic water shield from the metal door, which will have a number of windows in it. Through these holes, you should be able to see the different mechanisms responsible for moving the glass pane. Check to see if the track is loose or bent and reach in to wiggle the gears and other metal mechanisms to ensure they move easily and do not need to be greased. If you're not sure what exactly you're looking for, you can remove the panel of a functional window and compare it against the problematic mechanism.
The most common cause of a faulty window mechanism is that the plastic rollers wear out or come unclipped. They are easy to replace, as they should just snap right in along the slider channels. You may also be dealing with a worn or damaged window regulator, which holds the window in place. It can become bent or misaligned due to your many attempts to will the window crank to just work, but you may be able to bend it back to the correct shape. If you cannot simply bend it back, you may have to replace the regulator.