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Superman is famous for bending steel in his bare hands, but it's steel chains that he's more often depicted breaking.
Shown at the bottom of this page are a series of images from various eras showing Superman breaking chains. These images have been displayed on comic book covers since very early Golden Age comics, with Superman #1 in 1939 having what is considered to be the first pinup back cover in comics history, depicting the now famous Joe Shuster image (which Alex Ross painted a tribute to some 60 years later).
As far as I can tell, Superman #11 in 1941 was the first front cover image depicting Superman breaking chains, and ever since we've been seeing it on merchandise of all kinds, from fridge magnets to T-shirts, trash bins to statues, mouse pads to lunch boxes.
It's an image we're all familiar with, yet the breaking chains thing is not something Superman has ever done in any of his movies, and it's only something he's rarely done in any of his TV shows.
In "Superman: The Movie" we see Superman attempt to break the chain Lex Luthor placed around his neck, but the Kryptonite on the chain prevents him from doing so.

In the 1950s "Adventures of Superman" TV series we see Superman and Clark Kent breaking chains in five different episodes, but never in the iconic style we've become familiar with over the years. In the season 1 episode "Treasure of the Incas" we see Superman free Lois Lane and Jimmy Olsen who have been chained up and left to die inside a cave. In another season 1 episode "Czar of the Underworld" Clark walks up to a chained door, breaks the chain and slides the door open. In "The Clown Who Cried" from season 2, Superman frees a chained Jimmy Olsen, while in another season 2 episode "The Golden Vulture" we see Clark free a man who has been chained below decks by his captain. Superman also breaks chains that bind him in "The Last Knight" episode from the show's final season, but this time he's dressed in a Knight's suit of armor.
In Season 2 of the "Superboy" TV series starring Gerard Christopher, we see Superboy break free of chains in the classic sense in the episode "Run, Dracula, Run".
| Superboy - Season 2 "Run, Dracula, Run" (1990) | Superboy - Season 2 "Run, Dracula, Run" (1990) |
In the TV series "Lois & Clark: The New Adventures of Superman" Clark is tied up in chains from time to time, but never as Superman. In the pilot episode Clark and Lois are chained up and Clark easily takes them off, while in "Green Green Glow of Home", another season 1 episode, Clark is shackled in a van and finally breaks free of the chains binding his wrists when his powers come back after exposure to Kryptonite. Clark was handcuffed to Jack in season 1's "Fly Hard" and broke out of those; and he, Lois and Jimmy are chained together in the season 2 episode "Lucky Leon" and he breaks those chains as well. In the third season Clark is shackled inside a prison cell in the episode "Ordinary People" and breaks free of those.
In the episode "Feeding Time" from Season 1 of "Superman: The Animated Series" a weakened Superman is kept chained up by the Parasite, before regaining his powers and breaking free (with help from Jimmy Olsen).
| Superman: The Animated Series "Feeding Time" (1996) | Superman: The Animated Series "Feeding Time" (1996) |
Clark's broken a few chains in the TV series "Smallville", but of course, not as Superman. He was chained up in Season 4's "Spell" but we never saw him break them.
I'm sure there are other occasions throughout Superman's long history where he has been depicted breaking chains in the traditional sense. If you find any other occurrences, especially in relation to TV shows and cartoons, please don't hesitate to email me and let me know.