I've heard this several times. People breaks things to feel more relaxed, less depressed or is there some other reason? What do you call this effect?
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I believe you're referring to Catharsis. According to Freud, expressing anger serves to relieve it. However, a few more recent researchers have argued that expressing anger serves to reinforce aggressive behavior.
It was (is?) widely believed that a good way to reduce aggression was to just get it out of your system by, for example, punching a pillow, screaming or watching somebody else behave aggressively on the athletic field, in the boxing ring, on TV or in a movie, and so forth. The idea is to blow off steam, to vent, which was termed catharsis by Freudian psychoanalysts. Catharsis was an idea adapted by Sigmund Freud and others, as a sort of hydraulic model in which emotional pressures build and build until finally you release them by behaving aggressively or by watching other people do it for you.
However, Albert Bandura and others after him have shown that contrary to the catharsis hypothesis, aggression begets aggression. This was shown in the Bobo Doll Experiment (video).The experiment was focused on social learning theory, and its results showed that observing aggression simply led to more aggression. While the experiment was focused on children, it has been replicated in different forms and carried out on different audiences, and the results have shown that the hypothesis is equally valid for adults. The hypothesis that aggression leads to more aggression directly contradicts the catharsis hypothesis and both schools of thought continue.