Explanation

Protecting a square is insufficient, if the protector can be captured.

Examples

Black could deliver checkmate with Bh3, if it weren't for the knight on f4 protecting h3.
Black can win by capturing the defender with Nxf4.
If White recaptures with gxf4, Black can checkmate on the now unprotected h3 square with Bh3#.
White is unable to prevent checkmate with any other moves. After g4 Black can just play Bxg4 and renew the checkmate threat, which cannot be prevented.

Sometimes capturing the defender can be a sacrifice, as in the following example:

Black has a weak back-rank, which is defended only by the rook on c8, while White has two pieces which can move there: The queen on c2 and the rook on e1.
White can win by capturing the defender with Qxc8+.
If Black recaptures with Bxc8, White can checkmate with Re8#.
If Black blocks the check with Rd8 or Qd8, White can force back-rank mate anyway with Re8+ Rxe8 (or Qxe8) Qxe8#.

This is a common way to force back-rank mate.

Visualization

When you are threatening checkmate, but the checkmate square is protected, always think about ways to remove the defence.

Related combinations

There are various ways to remove the defence. In addition to capturing the defender, other ways to remove the defence include attacking the defender, and deflection.