Is it the one where they cut into the top of the safe, filled it with water and set off an explosion that blew the door off? I don't remember the name of the movie but I remember the Mythbusters tried to replicate it and it didn't really work that well because the safe wasn't water tight but once the sealed it they were able to blow the door off. The only problem was most everything in the safe was either damaged or destroyed.
I think in Thief they used a thermal or thermic lance, which uses burning steel rods to cut. Luckily in that movie they were after diamods not cash as a thermic lance in real life would burn the money inside the safe.
Wikipedia; A thermal lance, thermic lance, oxygen lance, or burning bar is a tool that heats and melts steel in the presence of pressurized oxygen to create very high temperatures for cutting. It consists of a long steel tube packed with alloy steel rods, sometimes mixed with aluminium rods to increase the heat output. One end of the tube is placed in a holder and oxygen is fed through the tube. The far end of the tube is pre-heated and lit by an oxyacetylene torch. An intense stream of burning steel is produced at the working end and can be used to cut rapidly through thick materials, including steel and concrete. The tube is consumed by the process within a few minutes. The temperature at which a thermal lance operates varies depending on the environment. Kosanke gives the maximum temperature to be 4500 °C (8130 °F),while Wang calculates it to be 2730 °C (4950 °F).