The US and Russia long had a treaty which prohibited the development of anti-ballistic missile systems with narrow exceptions. While the treaty agreement effectively ended in 2002, it did effectively stop most ABM work in both countries for an extended period of time. Further, the problem has proven to be exceptionally difficult. The Strategic Defense Initiative, better known as "Star Wars," was an effort towards a comprehensive defense against nuclear ICBMs that was famously declared to be beyond the realm of the possible by some technical groups. While US ABM work as resumed in earnest over the last couple of decades or so, it remains an extremely hard problem and progress has been slow. The prominent GMD system, for example, has the ability to counter only "tens" of warheads (and at tremendous expense, having to fire many interceptors per inbound missile in order to raise the probability of success). Other systems like Aegis are generally even more limited.
So while various countries do possess ABM systems with varying levels of efficacy, in general we could expect only a very small portion of inbound ICBMs to be successfully intercepted... if any. These types of systems have consistently under-performed expectations as field conditions prove to be more challenging than expected, and that's with limited knowledge of the countermeasures an adversary like Russia might employ.
So while various countries do possess ABM systems with varying levels of efficacy, in general we could expect only a very small portion of inbound ICBMs to be successfully intercepted... if any. These types of systems have consistently under-performed expectations as field conditions prove to be more challenging than expected, and that's with limited knowledge of the countermeasures an adversary like Russia might employ.