In book 5 of The Odyssey, the gods gather to discuss the fate of the eponymous Odysseus. Odysseus at this point in the story is being held captive by the goddess Calypso, who is in love with him and wants to keep him as her husband. Calypso is upset with some of the gods who want her to release Odysseus. Calypso accuses these gods of being "always jealous" whenever a goddess "take[s] a fancy to a mortal man." To try and prove her point, Calypso recalls an occasion when Zeus, hearing of an affair between the goddess Demeter and the mortal Iasion, "killed Iason with his thunderbolts."
Later in the story, in book 7, Odysseus is explaining to Arete who he is and where he has come from. As part of his explanation, he tells Arete that his ship was destroyed and that, nine days later, he washed up Calypso's island, Ogygia. Odysseus says that his ship was destroyed after "Zeus struck [his] ship with his thunderbolts." Odysseus elaborates a little later when he says that "Zeus let fly with his thunderbolts, and the ship went round and round, and was filled with fire and brimstone." Zeus destroyed Odysseus's ship because Odysseus's men, despite being warned not to, decided to kill and eat cattle that belonged to the sun god, Helios.
The thunderbolts that Zeus uses as weapons are an indication of his immense power. They also indicate that he is the god who rules the skies and who is thus above all other gods. Zeus uses his thunderbolts to strike at anybody who displeases or angers him, including Iason and Odysseus.