If you look at the manufacturer's data sheets for films (where they are available) you'll see that 35mm is normally thicker than roll-film, presumably because it has no backing paper and needs to be robust enough to be pulled through the camera's transport system. Sheet is even thicker than 35mm, presumably to give it rigidity because of its size.
When Kodak first introduced its T-Max 100 & 400 roll-films, they were on a noticeably thicker base than other roll films, which personaly I quite liked. But some people complained of difficulties in winding them through certain cameras. On the current data sheets, the thickness of the T-Max roll films seems to have been reduced somewhat.
Some roll films are now on a polyester base but I don't know how these compare in the thickness of the base to conventional roll films.