Car thieves could break into your car in a few different ways. First, they can try to jimmy the lock open using an unfolded coat hanger. This can happen by shoving the hanger in between the door and body of the car to physically grab the handle and unlock the car. Or, they will shove the hanger or slim jim, lock pick tool specifically made for car locks, in the door where the window meets the door trim, and lift a pin inside of the door to unlock the vehicle.
Now these are all nice ways to break into a car without damaging it, but some thieves are not that patient and end up just smashing the car window with a blunt object, such as a bat or rock. Once the theft in is your car, they need to start it to make a quick get-away so they could rip off the bottom of the dashboard to hot wire the car or, if your car is an older car, they might shove a screwdriver into the ignition.
If you are lucky enough to get your car back before the theft brings your car to a “chop shop”, there are different sorts of damage that the theft might have caused. If the theft jimmied the lock open, the the door latch, lock mechanism, and possibly the door itself could have been broken, but if the theft broke into your car the other way, obviously the window and door would be damaged. After getting into your car, if the theft stole the whole car, and depending on how the theft physically moved your car, the bottom of your dashboard, and ignition switch could be broken. If the car theft did not take your car, and just stole your radio, the trim, temperature control, and any other pieces attached to the dashboard in that area could have been damaged.