Break-In Threat

Alice is being stalked by Bob. Though she's somewhat worried about what could happen, she goes to sleep, believing that at least she's safe in her own bed. Then, when she wakes up, she notices that a picture of her late husband, Chris, is missing from the table. Alternatively, Bob has left a note on that same table. Either way, the message is clear; Bob was right by her side that night and could've done anything to her, and she didn't notice a thing.

A common variation consists of Alice pissing off a killer. However, instead of the killer simply, well, killing Alice, he wants to scare her. So he sneaks into her house at night and leaves a bullet or something equally shocking on her pillow, sending a very clear message.

The point is that whoever sneaked into the room got so close to the victim that he could've done anything he wanted. This is often a lot scarier than actually carrying out the threat.

Though the good guys can be the sneaker, it's a lot rarer than the other way around.

Compare If I Wanted You Dead. Also compare Gaslighting, where the goal is to make changes without the victim knowing it, whereas here you make changes specifically to scare or taunt the victim.

Film

 * This happens in The Godfather as a result of the title character's offer being refused..
 * In Following, The Gentleman Thief Cobb steals more For the Lulz / For the Evulz than out of need, and he sometimes doesn't take anything, but will go through keepsakes and make sure the people there know it, in order to disrupt their lives.
 * This possibly happened in Eyes Wide Shut. Due to it being a bit of a Mind Screw movie, it's unknown if the bad guys left the main character's mask on his bed as a threat or if his wife simply found the mask herself.

Literature

 * In The Bishop, this happens to Logically, this freaked   out big time.
 * In a Heralds of Valdemar novel, a minor noble sends an assassin after the Empire's heir (who is also an assassin). Said heir kills the man and leaves his body in the nursery of the noble's son.
 * The Sherlock Holmes story A Study in Scarlet. John Ferrier is being threatened by a Mormon cult, and walks up one morning with their sign painted on his chest.

Live Action TV
"G'Kar: And you have no idea how that [black flower] got into my bed?
 * In Buffy the Vampire Slayer season 2, the vampire Angelus sneaks into Buffy's bedroom while she's sleeping and draws a picture of her, which he leaves for her to find in the morning. (Buffy had previously allowed Angel into her home, and hadn't removed the permission after Angel turned into Angelus. Once she became aware of this, she had Willow perform a spell to uninvite him.)
 * In the first season of Dexter, the Ice Truck Killer sneaks into Dexter's apartment several times, and leaves calling cards each time (dismembered dolls, smiley faces). However, Dexter's reaction to the intrusion subverts the trope: he realizes that it isn't a threat, but rather an invitation to "play."
 * In an early episode of Burn Notice, someone sneaks into Michael's apartment and leaves surveillance photos all over his floor...and each one is of Michael, at various points when he was on a job or pulling some scheme. Along with all that is a card that says "Welcome to Miami" and a handwritten note that says something to the effect of "We'll be watching you".
 * In Babylon 5, an assassin leaves a black flower in Ambassador G'Kar's bed, as a warning that he has been targeted by the assassins' guild.

Na'Toth: Ambassador, it is not my place to speculate on how anything gets into your bed. Your reputed fascination with Earth women, for instance..."


 * In the Sue Thomas FB Eye episode "Bad Hair Day," Tara shoots and kills a criminal and his brother tries to get revenge. He leaves a note in her car (which is locked and in a secure garage) saying he can get to her whenever he wants.
 * Played for Laughs in the Corner Gas episode "Shirt Disturber." Davis is trying to sell alarm systems, so he breaks into Oscar and Emma's bedroom one morning with coffee. ("This could have been a burglar bringing you coffee!") They buy an alarm system just to make him leave them alone.

Religion

 * The Bible: In a rare reversal, David pulls this one on Saul. However, it's closer to a warning than a threat, as David was so close to Saul that he could've easily killed him, instead choosing to take away his pike and water bottle. After sneaking out of the camp, David then stated to the guard captain that he was able to sneak right into the camp before holding a small speech to Saul. Saul, however, didn't get the message and kept the war going.

Real Life

 * The Hassassin were a group of Persian assassins who would threaten high profile targets by leaving a dagger under the victim's pillow.
 * Weapons designer Gerald Bull came home to find that someone rearranged the furniture in his apartment. This was after he had been warned to stop working for Saddam Hussein.

Urban Legends
"[A] woman who had elaborately burglar-proofed her midtown Manhattan apartment... returned home one day to find her furniture rearranged. Nothing was missing, but she happened upon a chilling note which read: "If we want to get you, we will.""
 * An urban legend as retold by Snopes:


 * A common variant has someone find out that their elaborately protected car has been turned around in the night with a note that says "When we want it, we'll take it."