Proving someone "keyed" your car -- scratched it with a key in an act of vandalism -- isn't easy, unless there are witnesses or the action was caught on tape. It also depends on whether the keying was a random act of vandalism, perhaps one of several vehicles keyed in a parking lot, or a deliberate act of revenge on the part of someone you know. If it's the latter case, you probably have suspects in mind.
Report the Incident
File a police report about the incident. Take photos of the damage. If the vandalism occurred in a parking lot, contact local store managers to see if they have security cameras in the area. It's possible management or a law enforcement official can review security tapes and spot the incident and culprit. You can also post information on local websites asking for any witnesses to the incident. If you believe you were personally targeted -- perhaps by a spurned lover or feuding neighbor -- let the police know. You can ask acquaintances if they know of anyone who might damage your vehicle. Proactively, you can install a dashboard camera on your car. If the car is keyed or otherwise damaged, the camera may record the incident.
If someone comes forward as a witness or there is video evidence -- or even a confession by the vandal -- the police might charge the perpetrator. Depending on state law and the amount of damage, a vandal faces fines and even jail time. If you have sufficient proof, you can contact an attorney and file a civil suit for damages.