Just a thought, run a wire from interior lights to the horn or a seperate horn and put a hidden switch in line. When someone opens the door,....
HONK!.
If you want it to stay on even if they close the door, you will have to use a relay. Hook hot wire from your interior lights to the coil of relay. Ground other side of coil. Run a hot wire from battery to one side of contacts. From other side of contacts, run one wire to horn and one wire back to hot side of coil. You'll have to have a second hidden switch for that one. When door opens, coil is powered and horn blows. When door is closed, the extra hot wire should keep coil hot and horn will keep blowing.
Well, sounded good in my head. And it works pretty good at a bar where I have some vending machines. If anyone ever found out it wasn't a real alarm

. Theives are sure stupid around here.