If you live in the US you can do that, and you can and will be prosecuted under the 1990 Visual Artists Rights Act (VARA). Other industrialized nations tend to have similar protections. People always have the choice to break the law, and if you go so far as to do something irreversible (like burn an original Picasso) a jury of your peers might not be so understanding of your god-granted individual liberty to be a Vandal.