Why do planes and ships have round windows?
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The previous answers are correct about strength and stress concentrations, but airplanes and boats have a different concern about what might break.
On a boat, the steel hull is very strong. The concern is that when a wave slams into the window the weaker glass might brake. On a pressurized airplane the fuselage is thin aluminum (but this is changing to composite materials). Aluminum is more susceptible to fatigue cracks than steel. The concern with airplanes is not that the window will break, but that sharp corners in the window frame will lead to fatigue cracks in the fuselage of the airplane.
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