To what extent can cryptography help protect against relay attacks (on vehicles)?
A keyless entry system means just that: it allows the entry into the vehicle (by unlocking the doors) without using a key, usually using some sort of radio fob. Many vehicles also pair this fob with an anti-theft (immobilizer) system and require the fob to start the car, but they need not be the same thing.
In systems with radio fobs, cryptography is generally useful to prevent an attacker from (a) guessing all possibilities and (b) listening for messages and then guessing the key used to send them. Some insecure fobs have used 16-bit LFSRs, which fail both of these tests. More secure fobs use AES, which if used with a suitably sized key in a secure way, prevent both of these from being problems.
However, cryptography doesn't prevent relay attacks where the attacker attempts to impersonate the fob to the car and the car to the fob. That's because the problem isn't that the message isn't secure, but that the fob is not close. Usually this is solved by requiring a round-trip message to be within a certain number of milliseconds so that the fob is provably within a certain distance according to the speed of light and the expected performance of the fob. This same technique is used to prevent relay attacks on contactless credit cards as well.