With my megane the fault was pretty easy to diagnose as the window fell open of its own accord. Part of the window regulator broke and the window was free to drop.
That precipitated taking the panel off the door to investigate the fault and get at the window regulator.
Assuming its not a fuse and not a child lock then that leaves wiring and the regulator itself, both of which probably mean taking the door panel off and taking a look. Unless that is, it's a relay. In which case we are in the same boat as I am currently trying to work out how to get at the relays in my megane having ruled out all other causes.
If you do end up needing a new regulator and its not covered under warranty then I've sourced a replacement from these guys.
Window Regulators from Windowregulatorman the UK's Leading Supplier of Electric Window Regulators
Saved me about £200 on the part alone.