This article covers how I made some sash windows for a typical small NZ station, the article was originally posted on the G Scale Mad website.

The windows are for an opening of 30x66mm, but it's the method rather than the size which I hope is of interest.
Oh and it's not an original idea, rather a collection of idea's from various sources.

Right, start with a simple jig, a rectangle of cardboard (1.5mm thick), and styrene angle cut to length (8mmx8mm 1.2mm thick). Top and bottom have bits cut off each as you can see.

Hold the sides against the jig with these neat little clamps and the bottom (& top) held with a thumb, while these joints are joined with MEK (styrene solvent).
Note: I've cut down one leg of my styrene angle to 6mm as I didn't want the facing so wide, but wanted the depth of the 8mm into the window opening.

As you can see from the picture below the Frame is now complete.

Remove the pins and lift off both the cardboard and the frame, then slip the cardboard jig out...here with one I prepared earlier

Now the fun begins, turn the frame over and put the first jig back in, and the second jig, another piece of 1.5mm cardboard is made ready, it's just about 1.25mm shorter than halfway. Why will become apparent later I hope!

Second part of jig in place.

Measure with care.

Cut, using a calliper depth gauge/end bit to get an accurate length. Here I'm cutting the 2.3x1.5mm styrene that make up the window sash frame.

Measure for the top & bottom of the window sash (& cut using the same technique).

Bottom sash frame in place and glued/solvented. Sides for the top sash ready.

Speeding along now, the top sash has been done and the glazing bars of the four pain sash windows have been cut from 1.5mm square styrene.  Measure the horizontal pieces by measuring the overall with of the opening then deduct 1.5mm and divide by 2, but then that's pretty much the common sense way isn't it!

Oh you will have noted in the previous pic the guide lines drawn for positioning the glazing bars.

All glued up with the solvent now.

Here we are, the complete window along with one prepared earlier. Glazing will be added at the back once painted.

And this is how they look in the building. I've added an extra bit of 2.3x1.5mm piece of styrene to back a sill.

That's it, takes a little while, but gets quicker the more you do.