Just to clarify, this is the specific law for California, for the benefit of our CA board members -- "Leave or confine an animal in any unattended motor vehicle under conditions that endanger the health or well-being of an animal due to heat, cold, lack of adequate ventilation, or lack of food or water, or other circumstances that could reasonably be expected to cause suffering, disability, or death to the animal."
I recently had a quick conversation with an Animal Control officer, and he said this basically means in Cali you -can- leave a dog alone in a car as long as the conditions are reasonable for it, i.e. parking in the shade, it's not hot outside, and very importantly, leaving it some water.
Getting back on topic though to answer Calandra, one thing we do for Skippy EVERY time we have to leave him alone, be it at home or in the car, is we leave him a treat he loves near him, but telling him to 'leave it' until the very last second when we step out of the house or close the car door. He still doesn't like being left alone but this 'distraction' does reduce/eliminate his whining+barking by at least 50%. Consistently doing this will teach your dog not to necessarily associate you leaving as a negative thing.
One time I left Skippy in the car with his treat to run into a Thai restaurant to pickup some take out, but it took longer than I thought.....I came back out and realized that I had totally forgotten to 'release' Skippy from his 'leave it' command and he had very obediently just waited. For a dog so crazy about treats, I was pretty darn impressed.