I think that path still exists, especially in my native America, the problem is once you go beyond math and theoretical physics to experimental physics, most chemistry and biology etc. you need serious money and/or stature to arrange access to expensive instruments to do the work, and getting either generally means getting your Ph.D. first (although at least in the US you'll get paid to get it after you pay to get your bachelor's degree).

And you're probably not going to be able to do that, especially legally, if you live in a crowded apartment in a city, plus the days of doing experiments at a country home, or with very simple apparatus albeit in a formal lab like the University of Cambridge's Cavendish Laboratory, seem to be largely over due to the picking of all the low hanging fruit, although I'm sure there are niches where this isn't true, or quite so bad.

Some of this will depend on resourcefulness, like finding bargains on used equipment, but that circles back to first being a part of the scientific community so you've got a network to find out about those opportunities in the first place.