Answer
All objects emit black body radiation - thermal radiation. It is one of the three ways heat can be transferred.
As the night gets cooler, your car will be warmer than the surrounding. It will irradiate heat outwards. If your car is near another object, that object can absorb that heat. That object will also irradiate heat away, and your car could absorb that heat. The two objects can maintain a bit of thermal equilibrium that way, emitting and absorbing heat back and forth.
Now if you car happens to emit radiation out towards, say, the night sky, nothing will absorb that radiation (not in any relevant timeframe anyways). Likewise, the reverse is true. This means that a car more exposed will lose more heat, thus forming frost in the morning.
You can see this effect more clearly when, say, parking next to a wall, or parking in a garage with the garage door open. The side of the car that's facing out in the open is more likely to frost.
Work Step by Step
All objects emit black body radiation - thermal radiation. It is one of the three ways heat can be transferred.
As the night gets cooler, your car will be warmer than the surrounding. It will irradiate heat outwards. If your car is near another object, that object can absorb that heat. That object will also irradiate heat away, and your car could absorb that heat. The two objects can maintain a bit of thermal equilibrium that way, emitting and absorbing heat back and forth.
Now if you car happens to emit radiation out towards, say, the night sky, nothing will absorb that radiation (not in any relevant timeframe anyways). Likewise, the reverse is true. This means that a car more exposed will lose more heat, thus forming frost in the morning.
You can see this effect more clearly when, say, parking next to a wall, or parking in a garage with the garage door open. The side of the car that's facing out in the open is more likely to frost.