Double-hung windows are made with two sashes installed inside channels that direct their movement. Double-paned -- or double-glazed -- windows have two glass panes that are vacuum sealed to slow the transfer of heat through them. Sometimes they have argon gas in them, furthering their efficiency. Other options include low-e and UV filtering films that block infrared light -- or heat -- and ultraviolet light, which can fade fabrics and furniture.
Double-glazed windows can fail in several ways. The most obvious is breakage from something like a stray baseball or a carelessly handled broom handle. If a tension spring fails and a sash suddenly falls, it could break the glass or loosen the seal. That would break the vacuum and release the gas. If the chamber fills with air, it is prone to discoloration and fogging from water vapor. There is no fix for this kind of damage and the sash will need to be replaced.
If your window model is still in production, you might be able to order a replacement sash from the manufacturer. Sometimes a company can't supply just a single sash or the cost for the custom manufacture of one is very high. In this case, you'll have to replace the entire window.
When tilting a window for cleaning, keep it level so it doesn't detach from one of the tension springs. If this happens, you could lose control of the window and break the seal. Sometimes you can install new sashes in the old frames, but you may have to order a whole new window, including the sashes and frame.