Broken. Crack out glass. Carefully cut out old putty. All of it must be removed so that wood is bare. Then coat wood lightly with linseed oil or lead and oil paint so that putty will stick. Have new pane cut 1/16" to 1/8" narrower and shorter than opening. Spread a thin bed of putty evenly on the rabbets. Press pane firmly into place and tap in glazier's points around the edges. Space points about 4" apart. Spread thick layer of putty on rabbets with a putty knife. Then hold knife at an angle against the glass and the outside edge of the rabbet, and press putty into place with a smooth, even stroke that starts at one corner of the opening and runs to the next. Let putty dry several days before painting.
Broken panes in metal windows are handled the same way. But the glass is held in place by special wire clips instead of glazier's points and special glazing compound available from hardware store is used instead of putty.
Bullet holes in windows. There is no remedy but until pane is replaced you can keep out air by gradually filling hole with Duco cement.