take one's ball and go home

(idiomatic) To cease participating in an activity that has turned to one's disadvantage, especially out of spite, or in a way that prevents others from participating as well.

Example: 1978, "House Vote 13," In Common, Vol. 9, p. 52 (Google snippet view):
  In 1977 American auto industry leaders threatened to "take their ball and go home" by shutting down production of 1978 models unless they received yet a third delay in meeting the auto emission standards of the Clean Air Act.
2008 May 6, Andrew Ross Sorkin, "How Not to Make a Deal," New York Times (retrieved 6 May 2015):
  [F]aced with the choice of raising his bid by a dollar or two a share or making a hostile offer, Mr. Ballmer did neither. Instead, he took his ball and went home.