I want to ask the user to input a password. As the password is sometimes needed in a different thread than the main thread where VCL runs, I tried to send a Message to the main window and ask for the password. Then the main window asks the user.
How I ask the user:
procedure TMainForm.WMGetPassword(var Msg: TMessage);
var
  Password: String;
begin
  if QueryPassword(Password) then // function QueryPassword(out Password: String): boolean;
  begin
    Password := Password + #0; // Add #0-Terminator
    Move(Password[1], Msg.wParam, Length(Password) * sizeOf(Char)); // Copy the String in my buffer
    Msg.Result := 1;
  end
  else
  begin
    Msg.Result := 0;
  end;
end;
How I ask the main window:
var
  PasswordBuffer: PChar;
  Password: String;
begin
  PasswordBuffer := AllocMem(100 * sizeof(Char));
  PasswordResult := SendMessage(MainFormHWND, WM_GetPassword, Integer(PasswordBuffer), 0);
  Result := (PasswordResult <> -1);
  if not Result then
    Exit;
  SetString(Password, PasswordBuffer, 100);
  ShowMessage(Password);
end;
But Password and PasswordBuffer are empty afterwards. What am I doing wrong?
As long as the thread is in the same process (so it shares the same address space) your code should work. It is however needlessly complicated and has a memory leak (PasswordBuffer is never freed).
You can use a string variable in the thread and pass an address to its internal preallocated buffer to the main thread:
type
  TTestThread = class(TThread)
  private
    fHwnd: HWND;
  protected
    procedure Execute; override;
  public
    constructor Create(AWnd: HWND);
  end;
constructor TTestThread.Create(AWnd: HWND);
begin
  fHwnd := AWnd;
  inherited Create(False);
end;
procedure TTestThread.Execute;
const
  MAXLEN = 1024;
var
  s: string;
begin
  SetLength(s, MAXLEN);
  if SendMessage(fHwnd, WM_GETPASSWORD, MAXLEN, LPARAM(@s[1])) > 0 then begin
    s := PChar(s);
    // don't use VCL here
    Windows.MessageBox(0, PChar('password is "' + s + '"'), 'password',
      MB_ICONINFORMATION or MB_OK);
  end;
end;
In the main thread the password is put into the buffer, length-limited to the buffer size:
procedure TForm1.WMGetPassword(var AMsg: TMessage);
var
  Pwd: string;
begin
  if InputQuery('Password Entry', 'Please enter the password:', Pwd)
    and (Pwd <> '')
  then begin
    StrPLCopy(PChar(AMsg.LParam), Pwd, AMsg.WParam);
    AMsg.Result := 1;
  end else
    AMsg.Result := -1;
end;
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