There was some tech demo'd a year or two ago where two people with high tech gear could defeat any manufacturer's proximity key fobs. The way it works is that the car sends out a signal to the key fob continuously, and the key fob listens for it - when it is in range, it replies with a code. These codes change constantly so only your key works.
How the tech defeats it is one crook stands by your car and has a device that listens for the signal from the car. It then transmits it to the SECOND crook's device. 2nd crook stands next to you (for example, in line at Starbucks). His device retransmits it - your keyfob hears it and thinks it is next to the car, and transmits the reply code. 2nd crook's device picks up the reply, transmits it to the 1st crook, who's device transmits it again. The car now hears it and thinks the keyfob is near, and allows the door to open.
I saw a demo of it at a security conference, but I'm not aware of any specific cases of it being used "in the wild."