An expandable vascular sheath utilizes a set of expandable members such as shape memory alloy wires for expanding its distal end. The wires are slidable along a portion of the sheath's elongate shaft. In certain embodiments, the distal end of the shaft is manufactured with a more pliable and elastic polymer relative to more proximal portions of the elongate shaft, so that as the wires advance into distal portions of the shaft, they expand, causing the distal end opening of the shaft to expand. A method for retrieving a foreign object from a vasculature utilizes a retrieval tool that can be advanced through the expandable vascular sheath.