Shortest Pangrammatic Window
Pyth, 20 16 14 bytes
hol@GNf!-GrT0.:

Explanation:
             .: - substrings of input()
      f!-GrT0   - filter to ones which contain the alphabet
 ol@GN          - sort by number of alphabetical chars
h               - ^[0]

      f!-GrT0   - filter(lambda T:V, substrings)
          rT0   -    T.lower()
        -G      -   alphabet-^
       !        -  not ^

 o              - sort(^, lambda N:V)
   @GN          -   filter_presence(alphabet, N)
  l             -  len(^)

Try it here!
When there isn't a correct solution, the program exits with an error with no output to stdout.