In reply to James Gordon:
This used to happen in my old saab 93 especially in hot weather once the player had been on for a while - I think the rollers that ejected the CD were a bit greasy.
If you imagine the mechanism on insertion slides the disk in then lowers it a tad to drop it onto the spndle, the eject is the reverse but the rollers sliding it out can't grip (or the slider grips too much). If you look carefully through the slit you can probably see the edge of the CD.
A couple of things that worked:
Then the cd off and press the cd back using the edge of a bank card - it is fiddly and quite stiff but if you get it back it should pop back down on the spindle. Then turning the cd on and ejecting might work (especially if it has cooled down).
Repeatedly pressing eject while fiddling with the CD using a card or pair of card to "grip" the CD and assist the rollers - I'm not sure I ever "pulled" a CD out, more that by waggling it I helped it unsnag or grip the rollers better.
I planned to clean the mechanism but in the end scrapped the car due to rust. If you want to do this or dismantle the CD player it is easiest to get a stereo removal tool but you can get the player out using four nails of the right diameter inserted in the 4 holes around the edge. Try not to disconnect the wires otherwise you might upset the connection to the SID.