  The interlayer magnetoresistance of the quasi-two-dimensional metal
$\alpha$-(BEDT-TTF)$_2$KHg(SCN)$_4$ is considered. In the temperature range
from 0.5 to 10 K and for fields up to 10 tesla the magnetoresistance has a
stronger temperature dependence than the zero-field resistance. Consequently
Kohler's rule is not obeyed for any range of temperatures or fields. This means
that the magnetoresistance cannot be described in terms of semiclassical
transport on a single Fermi surface with a single scattering time. Possible
explanations for the violations of Kohler's rule are considered, both within
the framework of semi-classical transport theory and involving incoherent
interlayer transport. The issues considered are similar to those raised by the
magnetotransport of the cuprate superconductors.
