The Bifröst, the rainbow bridge that connects Asgard to the other Nine Realms, was destroyed at the end of Thor (2011) by the god of thunder himself to prevent Loki (Tom Hiddleston) from decimating Jotunheim, the realm of the Frost Giants.
Why did Thor destroy the Bifrost?
In order to prove himself worthy of the throne of Asgard to the eyes of Odin, Loki wants to use Bifrost to completely destroy Jotunheim, and he opens it after freezing Heimdall and killing Laufey; during a battle between the brother gods, Thor chooses to destroy Bifrost, so preventing the annihilation of the Giants.
Why did Loki want to destroy the Bifrost?
Defying Orders. Later, in order to prove himself worthy of the throne of Asgard and distance himself from his Frost Giant heritage, Loki decided to use the Bifrost to completely destroy Jotunheim.