Why can't we destroy energy? From a wikipedia article:
In physics, the law of conservation of energy states that the total energy of an isolated system cannot change—it is said to be conserved over time. Energy can be neither created nor destroyed, but can change form; for instance, chemical energy can be converted to kinetic energy.
What is the reason behind this Law: is there a proof that we can't destroy energy? I mean if we  couldn't destroy   energy in our universe maybe we can do it in other universes the point is why is it a law and not a theory             
 A: The point of defining energy is to obtain a conserved scalar quantity -- as an example of how this works out, have a look at the derivation of the Newtonian formula for kinetic energy, where energy conservation is disguised as "kinetic energy is equal to the heating produced when it's destroyed".
There are plenty of conserved scalar quantities of course -- charge, each component of momentum, whatever -- so the real definition of energy is as the conserved quantity mandated by time-translational invariance through Noether's theorem. 
A: It is much more appropriate to call it a law than a theory. A theory is an explanation, whereas a law is based on repeated observation and/or experimentation. If you are concerned that it isn't or can't be proven then you could call it a hypothesis, assumption, or postulate of conservation of energy. Of those three, postulate would probably be the best answer, as conservation of energy is accepted. However, the conservation of energy has been demonstrated so many times in so many ways, and in so many fields, it probably has more experimental support than many of our other scientific laws.
