The answer which is correct but is not being given directly is:
No, you cannot drive "anything" on the roads in the US. This is a construct of television; reality TV is not showing you anything real. It is all scripted. There is no guerilla filming involved in anything which makes it onto a network or Netflix, everything has proper legal clearance.
All US states require some form of registration and insurance coverage on any vehicle which is used on public roads, even farm vehicles which are taken on public roads require insurance and some type of registration. The driver must also be licensed in the proper vehicle class (not necessarily other classes - ie you can hold a motorcycle license but not be licensed to drive a motor vehicle).
Some special vehicles, like an imported right hand drive vehicle from Japan for example, a "dealer vehicle", or a "historic vehicle" may not be able to be registered on a level which allows them to be driven at a state level (in California at least) but if it has passed a certain degree of the safety inspection, may be granted a day permit by dmv to move on the streets by its own power, same with a vehicle which needs mechanical work in order to pass inspection and must be taken to a shop.
On private property (even a parking lot), you can drive anything allowed by the property owner but the venue (ie a race track) may have their own insurance, require a special kind of license and for example, fees or an official event registration for participants which includes waivers regarding potential bodily harm. An example would be the 24 hours of lemons. That is to say, you may not have a commercial license, but could still hold a private license with like the SCCA or an organization which races go-karts but does not require participants to be of a state-wide legal driving age to do so.
You cannot, legally, drive just anything on the roads in the US.