A character needs to get information from someone, but Cold-Blooded Torture or the Jack Bauer Interrogation Technique would make him or her seem too nasty, or would simply be ineffective. So instead they threaten to destroy...the Priceless Ming Vase! Usually only used by heroes on characters that show a distinct regard for possessions over human life, so it seems a bit like they deserve it. However, when push comes to shove, villains are vastly more likely to actually go through with the threat. See also Such a Lovely Noun, Shame If Something Happened, Cool and Unusual Punishment.