It was at a swank hotel in Portofino, Italy. I was about 13 years old. I don't remember the name of the place, but it's in all the pictures as it looks down on the harbor. Back then this hotel had an elevator operator. A UNIFORMED elevator operator. At the bottom floor, I caught him chatting up a woman - he had left his post in the elevator and was just around the corner. I snuck inside, closed the door, and took it to the roof, where I left it on manual control. I then ran back down the stairs to the ground floor and kept pushing the button, as if I knew nothing. The operator came around the corner only to find his elevator was missing!
It was a wonderful moment.
I also stole one on a ship, but I don't remember much about that one.
It only works when there's an operator. Sadly, opportunities are very rare these days.