Your bound to stumble onto this one while waging a war with a enemy that has trade routes.
I think I got this when I bombarded a enemy troop with a trebuchet and destroyed the road in the process, so by accident. The goal was to harm/kill the enemy unit not to loot the trade route.
You can do this without being in war if the trade routes is going through your or neutral territory, but expect the owner to not like you afterwards.