Here are some really good examples that also happen to be rooms by some of my favorite designers.
In this case, there was definitely no room for curtains, but look at the generous casings around the window! It would be a shame to cover those. Also note the fabric mix on the windows and doors. Love this room!
In this example you have a door beside a window that is positioned close to a wall. Note the placement of the window shade, high and wide. This draws the eye up and creates the illusion of a larger window.