Many vehicles with these systems are vulnerable to thieves using small handheld scanners to unlock. 
I had heard of these type of break-ins before but after our experience below it shows this getting more common than most of us know.

There is some precautions you can take.

My mom’s car was unlocked electronically yesterday by thieves while we were parked outside a busy clinic.  If this can happen in Selkirk it can happen  in almost any town and City.  They went through the console, glove box and stole her disabled parking pass from the dash.

I consciously checked I was using the right button on the remote to lock it as it is not my car and we both heard it lock by the chirp from the car and I heard the clunk of the lock.  I was only inside for 10 mins.  I reported it to police and the pass provider and they both said this type of electronic break-in and theft is not uncommon and they sell the passes and other things they steal.  The police ask for the pass # and apparently parking attendees can check and if caught they face a hefty fine.  It should be more thsn a fi e.  The thieves and buyers are equally to blame.  Talk about scum bags.  You are ridiculously lazy if you buy a stolen pass plus they expire in 2 yrs.

Dont leave any thing valuable or important inside with KE or not, even when locked and in busy public places or even in your driveway.   Dont leave garage door openers in sight or spare keys in the vehicle. 

See more precations, info and links below and elsewhere on the Internet.

For standard KE always check it locked with correct flash or chirp or with the handle to prevent jamming attacks. 

For PKE you can buy or make shielded enclosures for use at home or were needed to prevent amplifying the signal from your PKE fob.

Similar scanners can open some garage doors so you may be at risk especially if you have an attached garage.  Always lock the door to the house.  Newer door openers use rolling codes so are more secure but maybe vulnerable to replay attacks.

Apparently some vehicle makers are taking there time to make their KE systems more secure so if you buying a car have a closer look.

http://abcnews.go.com/Business/things-car-thieves/story?id=20938096

http://www.telegraph.co.uk/cars/advice/how-to-prevent-car-theft/