On the '86, the window fuses should be in the main fuse box under the hood. I don't recalled which #'s, but they should be listed on your fuse locator card under the lid. Typically the windows are fused in pairs, rt ft/left r and left ft/rt r. I guess it is possible that both fuses could have blown simultaineously, but not too likely. Just change them out. Should be able to locate German or European fuses at any local AutoZone/Pep boys etc. In a real pinch, if you couldn't locate any, I would reckon you could "borrow" a fuse from another accessory, as long as it is the same amp, just to get the windows closed. Be sure to clean the contact ends in the fuse box too.
'73 280SEL 4.5 (9/72)- RIP
Only 8,173 units built from 5/71 thru 11/72
'02 CLK320 Cabriolet - wifey's mid-life crisis
2012 VW Jetta Sportwagon TDI...at least its a diesel
Non illegitemae carborundum.