A trope sometimes seen in movies and TV series (especially in the 80's, somewhat less nowadays) is that aliens come from another star system here in order to harvest resources that they don't have. Often this is water, sometimes something else.
There are lots of problems with that premise (one of them being that it assumes that the Earth is somehow special, that it's one of the extremely rare planets in the galaxy that contains those precious resources in abundance. This couldn't be farther from the truth. For example, and unlike most people seem to think, water is one of the most common compound elements in the universe, and can be easily found in things like comets, moons and planets. The same goes for most other elements. An alien race sufficiently advanced to travel interstellar distances could certainly harvest those resources from almost anywhere.) However, the one thing that most people never think of is the way in which the aliens are supposed to lift eg. millions of metric tons of water from the surface of the Earth to outer space.
The most common answer to this is the notion of "anti-gravity." Now, I don't mean that some kind of "anti-gravity" is physically impossible (I don't know if it is.) What I mean is the notion that this "anti-gravity" is some kind of magical force that makes lifting even extremely heavy objects very easy, requiring only little amounts of energy to do so. Some kind of quasi-magical phenomenon that either makes the material itself weightless, or somehow modifies gravity around it so that it points to some other direction. And this is achieved with relatively little energy.
However, this notion would break the most fundamental laws of physics. In particular, it would break the laws of thermodynamics.
In order to lift a certain weight to a certain altitude, the absolute minimum amount of energy needed to do that is the same as that weight would release if left free-fall from that height. If you wanted to lift a thousand metric tons of material (water, rock or whatever) to orbit, the absolute minimum amount of energy needed to do that is the same as the energy released by that thousand metric tons of material free-falling from orbit to the ground. And that's a lot of energy we are talking about. We are talking about the same magnitude of energy as released by the explosion of thousands of thermonuclear bombs. (Consider that eg. a meteorite of just a few metric tons falling from orbit releases several hundreds of kilotons of energy, if not more. That's thermonuclear bomb magnitude.)
The reason why you have to spend at the very least this amount of energy to lift the material to orbit is because of the laws of thermodynamics: If you could spend less energy to lift it, you could then let it fall, collect the energy that it releases, then use part of that energy to lift it again and so on. You would be producing excess energy out of nowhere, which is a physical impossibility. You would be creating a perpetual motion machine that generates more energy than it consumes. This would break one of the most fundamental laws of physics.
It doesn't matter what kind of fancy "anti-gravity" phenomenon or whatever you are using, that doesn't change the fact: You cannot create energy from nothing. You have to spend at least as much energy to lift the mass than the mass releases when let fall.
In practice you have to spend more energy than that. A lot more. Spending exactly as much energy is the absolute best-case scenario, and it's impossible in practice. There will always be waste energy due to friction, energy loss and other things. No matter how fancy your "anti-gravity" device might be, it can never achieve a 100% efficiency rate. (A sufficiently advanced technology might get close to it, though.)
Thus in the scenario where aliens want to lift eg. thousands or even millions of metric tons of water to outer space, that energy has to come from somewhere.
There's another problem as well: That same energy has to go somewhere. In the exact same way as energy cannot be created from nothing, energy can't disappear. The energy spent lifting the water has to then go somewhere because it can't just disappear. The most common thing that energy does after being used is to dissipate as heat.
Now, consider what happens when the energy equivalent to millions of megatons dissipates as heat. That's like millions of thermonuclear bombs exploding. (The energy might not be released as fast as with the bombs, but it's released nevertheless.) That's like the surface of the Sun or similar.
You never see that in the movies.