According to HowStuffWorks' page on How Remote Entry Works:
The fob that you carry on your keychain or use to open the garage door is actually a small radio transmitter. When you push a button on the fob, you turn on the transmitter and it sends a code to the receiver (either in the car or in the garage). Inside the car or garage is a radio receiver tuned to the frequency that the transmitter is using (300 or 400 MHz is typical for modern systems).
And, from Telephone on Wikipedia:
The telephone [...] is a telecommunications device that transmits and receives sound, most commonly the human voice.
And again, from HowStuffWorks on Cell Phones:
To start with, one of the most interesting things about a cell phone is that it is actually a radio -- an extremely sophisticated radio, but a radio nonetheless.
But, nevertheless, a cell phone intentionally transmits on frequencies specifically assigned for mobile phone use.
So, even though both cell phones and keyless entry remotes are radios, there are two main reasons why this is not possible:
From the transmission end of the call, only audio is transmitted onto the phone network (via microphone into an analog signal and then via electronic components to a digital signal, if a digital cell phone is used). Radio signals are light, and are not audible.
That audio is transmitted to your cell phone via cell phone frequencies. Your cell phone speaker only emits sound. As mentioned above, though your cell phone is a radio transmitter, and does emit radio signals, it only emits radio signals on cell phone frequencies for the purpose of transmitting audio. It has no functionality for transmitting on any other frequency (like the band used by your remote), let alone for any other purpose. (See the Wikipedia page on Frequency allocation for information about regulation of radio frequencies)
Subjective and speculative footnote: Looking at the technologies being used by cell phones and key fobs, it seems reasonable to believe that a cell phone could be built for this purpose. However, it certainly wouldn't be a "mystery" function, since the device would have to have explicit approval from the FCC (in the US) to function on that band (check your key fob for its FCC approval ID). I can't imagine any cell phone maker building this functionality, getting it approved, and then not advertising it.
Also, it's probably unlikely that it ever will be made due to more advanced, reliable, and propietary methods of unlocking cars (like GM's OnStar) are already in development or in use.