i have never seen any car alarms or remote door locks that used IR... all the ones that i am aware of have always used RF...
assuming that you knew what frequency the specific alarm or remote door lock used... and assuming that this information was not encrypted... i could see that this might be possible with a radio scanner, and some additional hardware to record the data signals being sent to the reciever from the keychain remote...
sounds completely possible that something like this could work...