Some frequencies penetrate glass pretty well. Frequencies below 300 MHz, where the Forest Service is and where lots of local fire and police departments are penetrates glass and therefore a handheld scanner with a rubber duck will work pretty well in a car. However - you knew there was one coming did'nt you - higher frequencies like 440, 470, 480, don't go through glasss well at all. 800 is attenuated by glass. That's why your cell phone will work better with the window down. Eventually when you get up into the Gigahertz range, RF goes through again. That's why police radar works through the radio car windshield, and why your microwave has a layer of plastic or metal mesh over the window.
Bottom line. If you want reliable reception of UHF frequencies in your car, you need an external antenna.