Is a phrase coined by General Douglas MacArthur that refers to the Vietnam war and the horrible time that the American's had trying to wage a land war there. The movie the Princess Bride quoted this line most famously:

"YOU FOOL! You fell victim to one of the classic blunders. The most famous is never get involved in a land war in Asia, but only slightly less well known is this: 'Never go in against a Sicilian when death is on the line'"
-Vincini to Wesley a moment before he dies of poisining to Iocane Powder

Never get involved in a land war in Asia, has become a way to warn someone not to do anything foolish or difficult. Like this:
Jack:I'm gonna steal the Royal Family's Jewels
Tod:Well don't get yourself into a land war in Asia!!