What would the probable charges have been against Shelley “The Machine” Levene, and would there have been enough evidence to convict him?
Supposing he didn’t get charged with anything greater, what penalty might Jerry Lundegaard have faced for “fleeing the interview”?
Please add other movie scenarios if you like 
Are we allowing open spoilers in this thread?
Do you mean if Jerry had been perfectly innocent? - hadn’t been embezzling cash from the dealership, hadn’t set up the kidnapping, etc.
In that case, I don’t think there’d be any penalty. He had voluntarily agreed to the interview, and wasn’t in custody at the time, so he was free to terminate it whenever he wanted. The manner of his doing so might lead to an arrest and further investigation, since it was so bizarre, but the mere fact that he fled wasn’t a crime, any more than telling her “I’m not answering any more questions, please leave my office” would have been a crime.
Fargo: Lundegaard was not in custody and was presumably free to leave, so no penalty there. It was just highly suspicious in context.
I don’t think I’m familiar with the other movie you mention.
Various romantic comedies contain conduct that would probably get someone arrested for stalking in real life.
Shelley Levene (from Glengarry Glenross for the novice cinephile):
Grand Theft or Grand Larceny, depending on the actual value of the leads.
Bribery
Possibly Obstruction of Justice.
For Jerry Lundegard (Fargo), I would think an obstruction of Justice charge would have stuck.
Now what about Matthew Broderick’s character in Wargames? I’m thinking espionage would right up there with breaking and entering…