Shows about crime tend to get fairly popular on television. People love to root for criminals and it's fun to watch heists. Several comedians have jokes about how people will trade anything to be part of a heist. With all the popularity it isn't surprising to think that people would enjoy games about crime, or at least the kind of crime you see on TV. However, there are some things to consider when you're left wondering why crime in your game leaves half the city ablaze, but on TV has no one being the wiser.
Everything Is Scripted
I know, surprising, right? Thing is, a lot of people I've spoken to about trying to pull off cinematic situations in games, especially heists, are left wondering why things play out so differently. The reason is because the show/movie is scripted, and the game is not.
Scripted Means Multiple Drafts
Extending that thought further, that means the script went through multiple drafts. The writer, while in a similar situation to the players, didn't have to come up with an answer in five seconds or five minutes. They had hours, days, and weeks to plan things out. They wrote it, then they wrote it again, and then they wrote it again.
That super clever idea that comes up that saves the day? Yeah, that's not a moment of raw inspiration - for the character, maybe, but not the writer. The writer came up with that idea after hours of thought and planning.
4-6 PCs vs. 1 Director
This goes along with what is scripted, but is worth its own mention. In a TV show you have a controlled scenario with a single vision bringing it forward to completion. Actors, screen writers, and others can contribute, but final say is left with the director. In a game, you have 4-6 PCs who are able to control major characters and aren't beholden to anyone for direction on things. This also means that there are 4-6 points of chaos that can erupt at any time causing destruction to all your best laid plans.
Routine vs. Something Always Happens
The last big thing to consider is this. In a game where the PCs are being thieves they're going to be planning these jobs as part of their regular day lives. This causes a problem.
See, for real professional criminals, most jobs are a routine. It is part of what is used to keep everything calm and under control. For you, the victim, it is very unusual to be involved in a bank robbery and so you are prone to panic. For the robber, this is a regular thing and so they are less likely to.
Add to this the fact that a well executed heist is actually quite boring and you can see the problems.
Movies get around this by making the jobs special. It's ok for things to go wonky because the movie is about the BIG score, and we never see all the jobs that go by smoothly. We just see this one job. TV gets around this by throwing in random other factors. Things get personal. Something goes wrong. Inter-character drama is a thing.
In an RPG these are less likely to happen. Which means?
Sometimes the job should be boring, and that's ok. Let the players see how a well executed heist goes and they'll feel confident doing more. You can then tweak and have fun with it later.
You need to consider the differences between the medium you want to emulate and the medium you have. The crime shows and movies are a great source of inspiration, but a crime game is a LOT of work for both the GM and the players. You have to be ready, especially for the aspects that an RPG doesn't cover so well (all those brilliant "ah, but I thought of that three weeks ago!")
It can be done. It just takes some work.