The heterogeneous vehicular networks (HetVNETs), which apply the heterogeneous access technologies (e.g., cellular networks and WiFi) complementarily to provide seamless and ubiquitous connections to vehicles, have emerged as a promising and practical paradigm to enable vehicular service applications on the road. However, with different costs in terms of latency time and price, how to optimize the connection along the vehicle's trip toward the lowest cost represents fundamental challenges. This paper investigates the issue by proposing an optimal access control scheme for vehicles in HetVNETs. In specific, with different access networks, we first model the cost of each vehicle to download the requested content by jointly considering the vehicle's requirements of the requested content and the features of the available access networks, including conventional vehicle to vehicle communication and the heterogeneous access technologies. A coalition formation game is then introduced to formulate the cooperation among vehicles based on their different interests (contents cached in vehicles) and requests (contents to be downloaded). After forming the coalitions, vehicles in the same coalition can download their requested contents cooperatively by selecting the optimal access network to achieve the minimum costs. The simulation results demonstrate that the proposed game approach can lead to the optimal strategy for the vehicle.