Never. I don't understand how people do that.
It's possible, and sometimes in the craziest ways you could imagine. A couple of years ago I took my brother and his family to the airport. Unfortunately I have a two door car. I stepped out of the car to let my nephew out of the car and he put his hand on the door lock button getting out. I did not know this and shut the door with the car running to keep the AC in the car while I said goodbye. There I was in the drop off lane with my car locked and running.