It depends how good you are at it and what car it is!
I think older cars used to be quite easy as they were a lot simpler than modern cars. There was just two wires you had to connect to turn on the power, and another you had to connect to make the starter motor work.
Modern cars have a lot more protection against this though. For example they have “immobiliser” transmitters in the keys that won’t allow the power to the engine unless the key is present. There are still ways around that sort of thing, but it takes a lot more effort and probably time.
I’m not sure many people can do it as fast as they seem to in the movies!