My sliding window is leaking air via the groove - is it fixable?
I ran into the same issue with my building's aluminum windows. 

To fix it, I removed the window from the track and tightened the screws on the latching mechanism. This made a tiny bit of difference as it allowed the window to sit better on the track, and allowed the latch to pull the window closer to a full 'locking' position. While the window's out, you should clean out the track as well, since any kind of dirt in the channel will cause the window to sit off-line and cause air to leak through. 

The other thing to check and/or replace is the pile weatherstripping on the exterior facing side of the slider, but make sure you get one with a fin strip (that's a bit of rubber running down the middle of the pile) since that blocks airflow more effectively. If your building is willing to replace the windows, great, if not, you can also press rope caulk into the leaky areas. I would advise against the plastic sheeting you mentioned, though, since it leaves a terrible residue on your sills and often removes the paint along with it come spring (though they are effective if nothing else works).