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I think that they signify hope and a way out of the darkness as the light shines in. That there is something better out there, the answers to your questions lie beyond the walls that hold you inside. That there is a world out there and you are not alone. That is what I always thought anyways. In his movie The nightmare before Christmas there a big window also, not a rooftop window but a very large window that sally looks out of. Jack also looks out of his giant window a lot of the time when he is thinking.