One window out of all of them? I would suspect the motor or switch / wiring for that ONE window. But checking all fuses IS the place to start.
What model year?
Your owner's manual will provide you with the location for the fuse. Typically one fuse BOX is under the dash and one under the hood.
There is also a chance that the window is mechanically binding in it's tracks or the linkage is bad. Does it make ANY sound? Hum or clicking?
