Entertainment industry...?

Proper agencies should only take a percentage of your earnings - so they only get paid when you get work. However, proper agencies approach you, rather than you approaching them. There's nothing to stop you calling or writing to agencies. However, think about who you are approaching, and how you are doing it. Are you in a professional production you can invite them to see you work? They need to know you are professional and that they can make money from you (and make you money). Their reputation is at stake.