How can I build Victorian Style windows? How can I build Lego Victorian style windows, like those on the White House or Capital Building?

This is one style I have done, which, as far as I know, was an original idea by me:
This Flickr user's model evokes nice victorian windows without using any glass

http://www.flickr.com/photos/lgorlando/3914963760/

as does this one

http://www.flickr.com/photos/lgorlando/4099206027/

See also this amazing series on window techniques

http://www.flickr.com/photos/28192677@N06/5713290533/in/set-72157626335716516/

which includes this beaut



Also consider these stained glass designs. Stained glass is VERY victorian, although not the way you meant :) 

http://www.brothers-brick.com/2010/12/04/christmas-window/