I've had my alarm go off twice. First time was when I locked it while the passenger door was ajar. Took me while to get it to stop and I honestly don't recall how I did it. The other time was last summer. I unlocked the door, opened it and the alarm went off. I tried a few things while the car was running (lock & unlock the door from inside) or not. Finally got out and locked and unlocked the door with the door open and closed. I think it stopped when the door was closed. Anyway, it stopped and hasn't gone off since.
In all honesty, however, I rarely lock the car.