Especially in NYC, no car, no matter how technologically advanced(could be a base Nissan Sentra or $200,000 Mercedes S Class), no car is safe from the new generation of thieves. They will wait for the target to park, and they're a close distance away(less than 100 feet) in a car, or maybe sitting in an outside cafe, etc., they have a device that, when you lock the car, it will learn those wavelengths that the remote key fob sends to the car, and saves that data. The thief can then unlock the doors once you have completely left the car, and their device can act as a new key, so there will be no mess of having to break windows or anything, it's literally like they have a key fob to everyones car. Now, the technology is currently not there so they can start it, they only have the option of unlocking and locking your car, since it takes different wavelenghts to start the car.
So, the thieves are generally pretty "nice" about their targeted vehicles, they will be clean, not damage your car, but of course they're still crooks so they will take your stuff inside. You'll be 100% safe if you keep absolutely nothing of value, so take in your phone, wallet, camera, etc. It's basic knowledge.
About the thieves starting you car and not just unlocking it, some are able to do it, but it takes a laptop with a internet connection, an expensive cord to plug into your car, and lots of software, and not to mention another device, so that the computer can program a new key, so they can actually start the car.
This stuff is out there, and is becoming increasingly common. I watched a small film on it and found it quite interesting:
https://www.youtube.com/watch?v=ARrlhlQiFzM