A sorcerer threatens to make a scroll from the skin of CONAN's women.

After having been lured into a trap and defeated, CONAN has been captured Tsotha, an evil sorcerer. Before leaving CONAN to be fed to a giant snake in his dungeons, Tsotha asks,

What word from you shall I say to your women, before I flay their dainty skins for scrolls whereon to chronicle the triumphs of Tsotha-Lanti?

From "The Scarlet Citadel"
Page 52. "The Complete Chronicles of CONAN"

As threats/brags go that's pretty hardcore, "I have defeated you, and now I'm going to flay your concubines to make a scroll to write about how I beat you on."
Bloody sorcerers!

An evil wizard talks tough

Thugra Khotan, in the guise of Natohk, The veiled one.

I will sweep into the lands of my ancient enemies. Their kings shall furnish me skulls for goblets, and their women and children shall be slaves of my slaves' slaves.

From "Black Colossus"
Page 108. The Complete Chronicles of CONAN.

Two words...

GREAT THREAT!