Yup, most car have this 'anti-theft' system now. In canada, those i know and remember
  1. Kia : some model like Sorrento truck
  2. Hyundai : some model like Santa Fe truck
  3. Honda : all
  4. Volkswagen : all
  5. Volvo : all
  6. Ford : many
  7. Mercedes : of course
  8. GM : many model and many diferent anti-theft model/term (Passlock I, Passlock II, Paskey, passkey III, .. ,... )
  9. Toyots : some model
  10. Nissan
  11. chrysler: most
  12. and some other i forget.

For almost car model, you can find now some bypass module. Some need a key to be left in the module, some other are directly connected to the ignition transponder module. some need to be stick close to the ignition.. there's so many different way and model... could be long if i say evrything here... many many pages can be written about that....

In addition with the transponder key, many car will have some factory alarm to bypass prior to start the car.

BTW, tell us the car model and year and i'll probably able to provide some pointers.