An awful lot of modern cars nowadays, use an electronic key fob to start their car, i.e. the key simply has to be in the car (though not necessarily in the key slot) for you to be able to push the ignition button and start your car.
Thieves are getting more wise to this and a whole host of electronic car thefts are taking place. Rather than me list all the possible scams currently taking place, read this. Also, this may not be completely up to date but it is a start. We simply have to start thinking and acting differently.
Don't just walk away from your car pushing your key fob, watch for the lights, listen for the click, even then, you can't be sure your car is safe. When you are getting petrol, lock your car when you leave it to go and pay, or if possible, pay at the pump.
The link has some ideas on how to try and prevent this happening to you.
Forearmed is forewarned:) Have a good weekend everyone!