I didn't have to apply, it was really trivial. I took one course, and they were happy to let me do so.
The opposite is true for "hard" sciences like chemistry, engineering or CS, where expensive laboratory equipment is necessary and where teaching resources are scarce (due to higher private-sector demand). There, courses are expensive, demanding and small in number, so they are usually inaccessible to the layman.
The course offerings are generally constrained, and the courses themselves are often lightweight versions of the university course -- assuming that the subject you want is covered at all. The facilities for continuing education courses are also often less robust.
Take CCA in San Francisco. This is a highly considered arts college, and they offer a small number of introductory extension classes:
http://www.cca.edu/academics/extension/courses
Compare to their full course offering:
http://www.cca.edu/academics/undergraduate
You'll have to drill down on individual categories to explore the full breadth and depth.
Continuing Education offerings are rarely a substitute for the quality of courses they offer to a matriculating student.
Given how often educational institutions have raised their tuition in recent years, I'd love to see them institute a program where they charge a (possibly large) fee to allow non-matriculating adults to audit a course, without limitation or requirement, and use those fees to subsidize enrolled student tuition.
However, this may be a shift too far in the "trade school" direction for their comfort.