The phrase often implies destruction through violent means, generally explosions or violent force. The terrorists threatened to blow the bridge to kingdom come if their demands weren't met.
Pro Tip 2/3
Hyperbolic Use
Sometimes used for hyperbole to express strong feelings against something disliked, not always literal. I'm so mad at my computer; I could blow it to kingdom come!
Pro Tip 3/3
Idiomatic Context
Used more commonly in informal settings or creative works like movies, comics, or novels. In the final battle scene, the hero blew the villain's lair to kingdom come.