Is a phrase coined by General Douglas MacArthur that refers to the Vietnam war and the horrible time that the Americans had trying to wage a land war there. The movie the Princess Bride quoted this line most famously:
"YOU FOOL! You've fallen victim to one of the classic blunders! The most famous of which 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!'"
-Vizzini to Wesley a moment before he dies of iocane powder poisoning
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!