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You don't necessarily have to retrain them, but you do need to resync them (if they have been previously trained). Turn the key on and hold down the lock and unlock buttons on the fob until the horn honks. If it honks, you're all set. If not, try the retraining procedure. If that doesn't work, you may have to either solder connections inside the fob or replace them.
Removing the battery from the fob does not untrain it from the car, but could get out of sync with the rolling code. Do your tire pressure monitors still work? If so, the problem is in the fob.
Since this is your first post and you haven't filled out any profile information, it would be helpful to put the year of the car in the question. There have been many, many 2000 yr model posts on the forum over the last couple of years that the fob has stopped working. Here's a link to a fix if you have either a 97-99 or a 2000 car.
Mine would train to vehicle just fine and start working, then a few hours later would no longer lock/unlock. After reading a post about this same issue and how they solved it by resoldering the connections inside the fob, I decided to give it a try. I purchased an $18 soldering iron kit at my local hardware store, popped open the fob and resoldered all visible connections and the fob has worked flawlessly since. So I recommend trying this procedure as a simple fix. Just be sure to barely wet the solder tip and take your time in only touching one connection at a time.
Check the battery in the fob. Mine were no longer being held by the little plastic pieces (several were broken off) and the battery would move and lose contact. I stuffed some plastic stuff around the battery and it worked until the latest FOB related disaster.