The current Mars samples were slated for return in the 2030s, but that is up in the air for budgetary reasons. There have been successful analyses of several asteroids which had material returned to Earth recently--Hayabusa2, and more recently OSIRIS-REX. In short they have to be very careful, but it is possible (some of my colleagues were involved in those analyses).Isn't that how every horrot movie starts?
(but more seriously, they'd get contaminated)