The natural frequency of a glass can be found by tapping it or making it 'sing' (running a wet finger around the top of the glass till it sings a note. If you emit sound waves at this frequency in the direction of the glass, then it will start to vibrate. You will not often see these vibrations since they are about 500 Hz (500 times a second), however strobe lights can appear to slow down the movement. If the force of the sounds waves (i.e. the amplitude) is sufficient, then the glass will vibrate so much that it smashes.
Have a look at a video of the Tacoma Bridge in North America - a case of bad engineering! The wind was blowing at the natural frequency of the bridge, causing it to swing at larger and larger oscillations until it broke completely.
An easy way to picture this is someone being pushed on a swing - catching the swing at the right frequency (i.e. not too soon or too late) will result in the most successful push.