I've always wondered, what are those dual-layered (bonus: sometimes they have a little <2mm hole, why is it there?) windows commercial jets put next to their seats made of?
Generally aircraft windows are made of what we colloquially call "plexiglass" of some kind (Lexan polycarbonate is common in light General Aviation aircraft, acrylic plastics are also used). This material is light, relatively strong (not shatter-proof, but it'll take a moderate beating) and has decent optical properties.
Its major drawback is "crazing" -- hairline cracks on the surface of the material that form over time from dirt, stress, temperature, UV exposure, and the like.
Bonus answer: The little hole serves a couple of purposes, but the biggie is pressure relief/equalization. This gets discussed over on airliners.net a lot and they've covered it pretty thoroughly.
Basically the hole ensures that the cabin pressure is pushing against the outer (primary, usually thicker) sheet of plexiglass, which is plug-wedged into the fuselage structure and can't go anywhere.
Should the outer pane be damaged the hole will also theoretically bleed cabin pressure off at a controlled rate - though how successful that equalization is would depend on your altitude (and thus the pressure differential between the cabin and the outside air) and the degree of damage to the outer pane.
The small hole is there to provide ventilation and enable removal of moisture/condensation, but the hole is only in the thin protective screen on the inside. The much thicker actual window that holds the pressure is (hopefully) not punctured.
Most windows (Boeing) are a triple layer of plexiglas - Cabin air circulates between panes for defogging - Except the windows found on cargo doors (electrical heat instead) - Elasticity is the main reason why they are strong -
Windshields are different, must resist to bird strikes and be heated - One inch or more in thickness and special optical corrections - A windshield pane for a 727 was $10,000 in the 1980s...!
Note that some airplanes have two different Vmo - Because of windshield bird strike resistance - As an example, some Learjets - Vmo (low altitude where birds are) is 305 KIAS - Vmo (high altitude, above FL 140) is 358 KIAS -
I did fly as Learjet instructor in the early 1970s - I was told the windshields of the 24/25 were "birdproof" - Could resist a 4 lbs bird hitting the windshield at 350 mph - I wondered if it could resist a 350 lbs turkey at 4 mph...? ROFL -
One note also about a fire axe - If you wish to make a hole to escape, do not try windows - Windows are extremely resistant - It is better to use a fire axe against metal (fuselage skin) -
Look at UK-CAA airplanes and "cut here" frames on side of fuselages - Airfield firemen are knowledgeable about not trying to "break" windows - And would open fuselages within the "cut here" frame indications -
There is a term called Tg, glass transition temperature. In PC this is around 150C. Therefore the mobility in the PC molecular chains at RT are unmobile, which in most amorphous polymers would cause them to be brittle. However due to the chemical bonding of PC this does not occur.
However, upon an impact, the stress energy resulting from a certain point will be transferred across many of the Polycarbonate chains. Induced impacts can cause large amounts of stress, especially at the speeds we are talking about. Therefore the holes are not only there as people have already said, for the equalisation of pressure differences, but it also a stress relieving point for the material.
Sources: I am a MEng Materials Engineer with experience in this field