Do you have a double-hung window that has been painted shut? If you do, you'll find you can usually get it working again by cutting through the paint that is sealing the sash around its perimeter. Try this: 

Use a utility knife—or, better yet, a special little tool that looks like a serrated metal spatula called a window saw (available at paint and hardware stores for about $10)—to cut through the paint all around the movable sash. Be careful not to leave any areas uncut both inside and out and also take care not to damage the painted surfaces.

Be sure to unlock the window. Make sure there are no nails or screws securing the sash to the jamb; if there are, remove them. Then try to force it open with abrupt force, using the heel of your hands.

If that doesn’t work, try to free it with a wood block and a hammer or mallet but be careful not to jar the window so hard that you break the glass! Once you get it open, brush away loose paint and debris. Also see Freeing a Stuck Window Sash.