Is there any way to make protein pass through cell membrane?
Various protein transfection methods are available.

The simplest one is electroporation. By using electric pulses, transient pores can be formed, so that proteins outside can go the inside of membrane.

Several protein transfection reagents are commercially available. I think the mechanism is similar to lipofection of DNA. 

http://www.clontech.com/US/Products/Transfection_and_Cell_Culture/Protein_Transfection/Protein_Transfection_Reagent
https://www.neb.com/products/m2563-transpass-p-protein-transfection-reagent
https://www.thermofisher.com/order/catalog/product/89850

Fusion with the transactivating transcription factor (TAT) protein transduction domain from the HIV TAT protein. This 11-amino acid sequence help proteins cross plasma membrane.

http://www.nature.com/mt/journal/v8/n1/full/mt2003155a.html



I am adding a couple of methods here.

Liposomes

Liposomes were designed to deliver drugs to places where the effects are wanted. Drugs are enclosed in liposome vesicles, but when reaching plasma membrane, liposomes could fusion with plasma membrane and release drugs inside of liposomes, although all liposomes are not designed to fuse cellular membrane.  Lipo-fection of DNA is a bit different from this kind of liposomes because DNA is not necessarily enclosed in vesicles.

nanoparticles

This is relatively new. I do not have much knowledge about nanoparticles, but I know they are used to transfect DNA or RNA in vitro and in vivo. I do not know how popular nanoparticles for protein transfection are, but there are publications.

http://www.ncbi.nlm.nih.gov/pubmed/24859743