Of course it's possible. The question worth asking, is not 'is it possible?', but is it worthwhile doing to specific car model X? This is a very general question. It really depends on the car. People claiming it's impossible have obviously never heard of the wonderful world of fabrication. If the car isn't offered as a manual from the factory, it would be more expensive and would likely require some fabrication.
What I mean by this is that there are no bolt on options available, so a compatible manual transmission and drive-line would have to be found, and mounting points fabricated. Then there is a possible issue with mating the engine crankshaft to a flywheel instead of a flex-plate. And the selection of a spigot bush, if there was a compatible recess in the rear of the crankshaft. In a worst case, the engine crankshaft could need to be modified, which would put the expense from the 'expensive' to the 'obscene' bracket.
Then when you get it all together and working correctly, there is the issue of legality. If you plan to use the vehicle on a public road, in most developed countries, modification that involved fabrication would require an engineering certificate (basically proving the modifications are strong enough to be safe and roadworthy), which is yet more expense.
If you are a millionaire, have a pathological hatred of automatic tranmissions, and have a Bugatti, Ferrari, Lamborghini e.t..c with a high purchase price, it may be worthwhile.
If you're an average working class Joe that want's to convert an older car, it may also be worthwhile if the Automatic is dying and you can locate a cheap second hand 'conversion kit' with over 90% of what you need in one hit. I did this in my twenties with an older model car. However, it came as a factory option, so I only had to bolt on new parts.
If you're an average working Joe, and the car in question is a new model that is not offered from the factory as a manual, don't even think about it unless you have reliable access to a full workshop, fabrication and the know how to put it all together.