"Any observed statistical regularity will tend to collapse once pressure is placed upon it for control purposes." --Charles Goodhart, Problems of Monetary Management: the U.K. Experience, 1975
The more common, and more easily understood version of this is Marilyn Strathern's paraphrasing: "When a measure becomes a target, it ceases to be a good measure."
See also: Campbell's Law, which states "The more any quantitative social indicator is used for social decision-making, the more subject it will be to corruption pressures and the more apt it will be to distort and corrupt the social processes it is intended to monitor."