Can anyone block a steal or assasination?
When Andy has his turn, the following happens:


Andy claims to have an Assassin, and named Charlie as his target and pays 3 coins
Bob and Charlie both have an opportunity to challenge Andy
If Andy has not been challenged (or he was challenged but does have the Assassin), the Assassination action proceeds. If the challenge was successful, the Assassination action did not take place and thus Andy has his 3 coins returned to him
Charlie (and only Charlie) may claim Contessa to block the assassination
If he does, Andy and Bob both have an opportunity to challenge Charlie
If Charlie does not (claim to) have the Contessa, the assassination goes through and Charlie loses an influence


A similar effect happens with someone claiming Captain. On the other hand, anybody may claim to have the Duke in order to block someone's Foreign Aid.

Source: The game's designer, answering pretty much this exact same question on BGG: https://boardgamegeek.com/article/10440845#10440845