Several sources report that this phrase is used to describe that applause following a theater performance can be so raucous that it might seem the walls of the building could collapse. Charles Earle Funk speculates in his book “A Hog on Ice & Other Curious Expressions” about a less obvious origin. He writes that a regiment marching in cadence across a bridge can cause destruction of the bridge; he mentions he has no evidence applause has ever actually caused a theater to collapse.