Not TCP. UDP - there are no connection in UDP, so the routers / firewalls don't really differentiate between a new connection and packets that happen to have the correct ip+port.
Some are trickier than others, as there are 2 IPs and 2 ports in a packet (at any point), and it can be hard to match all of them for the stricter devices, esp. on NATs that do source port randomization.
Some are trickier than others, as there are 2 IPs and 2 ports in a packet (at any point), and it can be hard to match all of them for the stricter devices, esp. on NATs that do source port randomization.