With my windows most of the reason was the mechanism. Theres a realy thin slide on one end of the sissor, scissor this is prone to bending. You could use a vice and try to straighten it but this might not be possible in bad cases.
Take the door trims off and have a look as you wind the window up and down, give it a shake in and out while its halfway up and look at the tracks at either end of the door, there should be a small nylon bush at the top and bottom of the metal frame that bolts to the glass which stops it from being too loose.