Short answer: it depends.
Not all armor and weapons are of equal quality, and there’s a huge variety of weapon and armor designs with varying qualities. Weapons and armor went through a lot of changes over the pre-gunpowder period, and there were plenty of weapons specifically designed to penetrate armor and armor changes made to stop weapons from penetrating.
If it’s something like a tempered bodkin arrowhead fired from close range up against a cheap, poorly maintained set of chainmail, the armor being penetrated makes sense. A broadsword slicing through a solid steel breastplate? Not happening.
That said Hollywood often downplays the effectiveness of armor for narrative and storytelling reasons. Movie makers usually care more about making fights look cool and exciting than strict accuracy. If the movie calls for the heroes to cut down evil Orks with a single sword swing despite said Orks wearing full plate armor (that’s probably designed to look scary more than be effective), that’s what will happen.
Helmets especially suffer from this: having the star’s face clearly visible is important, even if you would almost never want to take your helmet off on an active battlefield.