Nor can you do that in law, other than a very few states, all of which require a lengthy, documented apprenticeship with a practicing lawyer. It's not just a matter of walking in off the street cold and taking the exam.
In 2014, 60 apprentices took the bar exam (out of 83,963 total examinees). 17 passed.
Almost all states do require law school nowadays, and you don't have a prayer of getting reciprocity to practice in another state without it.