This article is from the Locksmithing FAQ, by Joe "Spike" Ilacqua firstname.lastname@example.org and Henry Schaffer email@example.com, major data collection effort by Scott Anguish firstname.lastname@example.org with numerous contributions by others.
Besides picking the lock, one can open a car door with a wire coat
hanger. Open the coat hanger by unbending the wire, leaving a
small loop at one end. Insert the looped end of the wire hanger
between the rubber weather stripping and a side window. Hook the
looped end of the wire around the button of the door lock and pull
it up to the open position. Many lock buttons are without a lip,
an anti-theft measure, so that the wire coat hanger slides off
without lifting it. One can also try to snag the door handle and
pull it open.
The Slim Jim, a thin strip of metal with a notch cut at the bottom
side, slides down the passenger window into the door. The notch
tries to catch a rod running inside the door that connects the lock
and the lock buttons. Pulling on this rod pops the lock into the
open position. Many modern cars have the rod shielded from this
access. Most cars today have many wires running through
the doors to control such things as power windows, power locks,
heated side view mirrors, lighted key ways, and burglar alarms.
Some newer cars have airbags in the doors - setting them off is a very
dangerous and expensive mistake! The Slim Jim can snag one of these,
or a mechanical part and cause damage. Most locksmiths advise against
using a Slim Jim except on old cars. The pros often use wedges,
lights and manuals of parts locations to avoid damage and increase
their success rate.