More and more new cars now offer keyless entry, as either a standard feature or an option. It started in sports and luxury models, but can now be found on the higher trim levels on volume cars, including small cars.
Most keyless entry systems now use electronic remote controls, either built into the key or in the form of a fob usually on the same keychain as an ignition key. Some makers have remote fobs that have the shaft of the key built into them; the driver presses a button to flip them out, switchblade-style.
The remote contains a small transponder that sends an electronic signal to the car once the fob button is pressed. A receiver inside the car receives the signal and unlocks the car.
This requires the car to consume a small amount of battery charge continuously so it can "listen" for the signal. The fob, in turn, uses a small battery inside that needs to be replaced every so often--usually once every several years.
A different type of keyless entry system uses an electronic keypad on the door or roof pillar, into which the driver punches a numeric code. While this was the original style of remote entry, it's largely been superseded by the fob-based kind.