One problem related to power window has been reported for the 2006 Mazda MX5. The most recently reported issues are listed below.
When the temperature drops to about 25 degrees or less, the vehicle's power windows become inoperative. Water/ice has never been present on the vehicle's exterior, although it is unknown if water/ice is present inside the doors themselves. Remedy: attempt to lower and raise the vehicle windows until whatever is holding the windows captive "breaks". This can require upwards of 300 down/up attempts and usually takes more than 5 minutes. My Mazda dealer, even after seeing a video of the window failure, has been unwilling to even look behind the door panels.