What make, model and year vehicle? Newer vehicles use the CAN BUS to control everything otherwise you would have to wire in hardware in parallel with what is already in place to make things work. You could still wire things in parallel to make them work with CANBUS control but you can otherwise use the CANBUS commands to do things such as lock/unlock and such. But good luck finding the codes to do so. If your lucky you can find someone else that has done it and published the codes or you have to reverse engineer the codes yourself. The information is out there to do this but you have to figure out what your vehicle can do. For modern GM's ALOT of this work has already been done but other vehicles I don't know. Some FORD stuff is available via OpenXC as well.
Anything is possible but good luck getting the information. For GM's 2006 and later you can actually do most anything on their databus but older you can't do a car start without additional hardware added. There are however some alarm interfaces you can find that you could wire to an arduino to do much of the same sort of things you could do with an alarm. They tie into the data bus for you and based on what wires you trigger on and off it will do things like start your car or lock/unlock the doors. Basically it is to make an older "dumb" alarm work like a newer "smart" alarm and provide much of the work over the databus for you.
If you are interested in the alarm interface I will see if I can pull up the information for you.