Question

Can we stop ,escape or destroy a magnetic field?

Answer 1

well yes, if we destroy the body that causes the magnetic field. A magnetic field is caused by moving electric charges(for ex. electrons). If we stop this electric charges from moving, the magnetic field will cease to exist.
But: on a bigger scale (Universe or Solar system or even on planet scale) we can not stop any magnetic field since we cannot stop charges from moving.
The energy in a magnetic field can keep us alive, by for example shielding us from solar wind. If we would destroy the magnetic field of the earth, we would all be roasted. Also holes in the magnetosphere make life on earth harder.
So it can only be done in a lab or thus closed system. For example:
How can a magnets' magnetic field be destroyed?
Answer:
By degaussing. Degaussing is a process of reducing the magnetism of a material by applying an opposite magnetic field.(from Answers.com)

Here we can stop a magnetic field by reorienting the atoms in a magnet with another stronger magnetic field from another magnet (or electromagnet), but again one needs energy for this...

Answer 2

To escape a magnetic field, we can deflect the magnetic field lines around us with a material that guides the magnetic field better than us. (Magnetic shielding http://en.wikipedia.org/wiki/Electromagnetic_shielding#Magnetic_shielding, the tab Magnetic shielding)
Also superconductors (Meisner effect) can help: but we would have to make a cage made out of superconducting walls.