There are ignition and steering-wheel locks to protect your car from being stolen. But modern cars come with factory-fitted immobilizers which help protect your car from gaining unauthorized access.
Once you switch off the ignition, lock the doors and leave the vehicle, the immobilizer is switched on automatically. It now controls three items which are starter motor, fuel supply, ignition or diesel fuel-injection pump.
To gain access to the vehicle (you obviously have to when you return to your car), three types of devices are used, which are
Radio/infrared system -
Using a hand-held transmitter, a coded signal is relayed to the immobilizer. The coded signal unlocks the vehicle and can even control the central locking system.
Transponder systems -
The car's key is fitted with a transponder which from a short distance sends out a coded signal to a receiver coil (wound around the ignition lock, perhaps). The on-board system deactivates the immobilizer as and when the transponder enters the coil's receiving area.
Electronic key -
The immobilizer is shut off when conductive coupling happens between between the electronic key and the immobilizer system.
Image Source - Ecoustics