There are a lot of problems with the idea that aliens could get our Television messages.
First, while an AM or FM audio signal is mathematically easy to decode back into a sound wave, an analog TV signal is very complex; it's essentially a set of instructions to tell a receiver how to shoot electrons at a screen to make David Hasselhoff's rugged suntanned face 25 or 30 times a second. Let's not forget that if you want to see the color of that suntan, there are three ways to go about that: the quadrature amplitude modulation of NTSC (USA, Canada, and Japan), the frequency modulation of SECAM (France, Mongolia, and much of the former USSR), and the quadrature amplitude modulation switching phase every other line of PAL (most of the rest of the world).note VCRs, DVD players, and TV sets have to be built either specifically for each of the three television systems or having additional circuitry to be multi-system, or they'll show a black-and-white picture, a rolling picture, or no picture at all. Digital television, which rose to prominence between 2000 and 2010, is even more complicated, involving cosine transforms, motion encoding, entropy codes, and trellis channel coding — to say nothing of the lossy data compression algorithms and, for subscription-based channels, encryption.
All that complexity and incompatibility is just here on Earth, where all the effort of signal-matching can result in a guy in Omaha, Nebraska trying to figure out what is going on in a Japanese game show that doesn't even make sense to people in Japan.
Unless an alien can puzzle out the nature and workings of an Earth-style CRT, and emulate the behavior of one (as modern sets do to interpret old-style signals) it can't make a visible image out of it.
This is not necessarily impossible in itself, however. If there is an alien race that has eyes and uses them to perceive a comparable part of the EM spectrum then they probably came up with the concept of broadcast television at some point, and since the laws of physics are the same all over the universe it stands to reason that they would have invented cathode-ray tubes as well. There's also a process known as Van Eck Phreaking, by which an eavesdropper can read the text being displayed on a CRT monitor from the tiny leakage of electromagnetic noise it generates, if you know enough about the make and model of screen being used; it's quite likely that this could be used in reverse to figure out how to emulate the kind of display hardware a given signal is supposed to be viewed on.
This would however be a rather complex and time-consuming process though, even with the aid of a computer powerful enough to plot a course at interstellar distances. Which the aliens would need...
The second problem with this trope is that a TV signal is not all that powerful. Add to that the inverse-square law, which says that doubling the distance cuts the signal strength by 75%, and the fact that all stars put out radio waves on every frequency, and it's very unlikely that those I Love Lucy episodes made it to Omicron Persei 8 intact, instead they'd be swallowed up by white noise. Also, since the Earth's atmosphere would make the inverse-square law appear more like the inverse-cube-law or more due to absorption of standard radio frequencies, it is unlikely that any alien receiver, no matter how advanced, could find any information in our TV signals without getting uncomfortably close to orbit... in which case we would detect their presence.
As mentioned in Life After People, television and radio signals which were once thought to be capable of transmitting information over interstellar distances actually decompose into static within one or two light years according to research done by the SETI project. Therefore, if they are correct, aliens cannot steal cable unless they actually come within that distance.
And of course, all of the above considerations aside, this trope still assumes that human languages can even be understood by beings from other planets, that alien eyes can interpret stacks of multi-hued scan lines as a complete picture, that successive still-frames will be understood to represent motion, etc.. This is a major consideration, as even the Pioneer Plaque — which was sent on a course out of the solar system in the 70's to make contact with other intelligent species — suffers from major anthropological biases such as the use of the arrow to represent direction.
As final observation, note that as stated on the main article aliens could detect our radio emissions even from quite far away (ours are said to rival with the Sun's ones, and the first ones have been in space for more than a hundred years) and analyzing the signal could see that both its source was not that unremarkable star but something orbiting it insteadnote plus it was not natural.