It depends on what kind of car you have! This may sound like a dumb question, but are you sure you have the right key? If you are, there are a couple of option.
If that key doesn't work in any of the doors, the key may just be worn. It may be a poor copy, or just been used too much A competent locksmith will be able to visually decode the key and "code cut" a factory original bringing back to how it is supposed to be. This will likely solve your problem If it's just that one lock that is a problem, there are a couple things to try.
First, flush it out with WD-40 to try to get any dirt that has possibly built up in there cleaned up. Run the key in and out several times, and try to turn it. Be careful not to force anything If the lock will still not turn and you have cleaned it the best you can and made a code cut key (if you needed a code cut key here in Fort Collins it would only cost $10 to $20), there might be a problem with the lock, for example a bent wafer (wafers are the tumblers that "read" the key).
The door panel will probably have to be removed and the lock taken out and serviced by a locksmith. Good luck! Source: locksafesystems.com.
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