Like Marietta, I too have used a soap bar in a pinch, and it is slick stuff (no pun intended) :-)
The cause of the window sash sticking so tightly, in the absence of being painted shut, is most likely wood swelling from increased moisture. If the exterior paint on the sash, stops, sill, jam or even casings is peeling or cracking, moisture can work into the wood. This will be particularly noticable on North facing or shaded windows that don't have storm windows to protect them. The best way to defend against this is to wait until the weather dry's out and it warms up a bit, then scrape the exterior wood surfaces down, sand and prime with a good exterior grade primer, then paint with two coats of an exterior semi-gloss or gloss trim paint. If you wish to aggressively fix this, remove the sashes to scrape/sand/prime/paint....but don't paint the wood surfaces that slide against each other. I use a wood sealer for this.