It's quite possible, just not my experience. I've seen a lot of really neat shells and stuff wash up but not sand dollars. So i don't want to suggest people actually do that. But it's certainly easy enough. Probably why it's illegal.

I do suggest, if you get the chance, to check them out live. As i kid i had a few skeletons but seeing them in action was way cooler. It's not super exciting or anything, just kinda neat. Same as another one on that list - the horseshoe crab. I helped one get out of a shallow and it seemed appreciative.. at least as much as an ancient creature can be.

Stingrays are kinda dicks though so keep that in mind.