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That's the problem with heroes, really. Their only purpose in life is to thwart others.
A protectorate is a specific person, place, or thing, or set thereof, which our hero is responsible for defending.
Ideal Heroes, capes, and other such good guys just do not attack other people without provocation, not even if those other people are Card Carrying Villains. Good guys simply do not do preemptive strikes; that's left for Well Intentioned Extremists, Anti Heroes, and bad guys. See Villains Act, Heroes React.
The good guys have to wait until the bad guys do something bad. And, since the good guys are usually closer to human than deity on the sliding scale of superpower, A Million Is a Statistic still applies. (It may apply less, but it does still apply.) But if the bad guys attack something that the good guys are responsible for — from mandate, from their morality code, or because they truly love them — then the good guys can move in to smack down the bad guys. (It can also justify breaking out of prison or captivity, to ensure the protection is done.)
The protectorate might be general innocent people in the vicinity, or family and friends, or the city or country or planet the hero lives in. Only threatening this justifies violence and interference on the part of the hero. This is what makes a Protectorate.
The villains rarely get the notion of redirecting their energies against less inflammatory targets - or if they do, we never hear about it. Again and again, the villain just has to attack the one thing the main character has shown they will kick butt over.
Specific kinds of protectorates:
The entire Earth, especially Metropolis, is this to Superman. Cause trouble there and he'll take you out, even if he has to die to do it. And if you touch the Kents, the Leaguers, or the staff of the Daily Planet, kiss all your chances of succeeding in your Evil Plan goodbye.
As with Superman, Thor considers all of the Nine Realms he's not so fond of the Tenth Realm, for very good reason, particularly Midgard, particularly Broxton, Oklahoma, to be under his protection. Harm it at your peril. And may the sweet and fluffy Lord help you if you hurt Jane Foster or the Avengers.
"I am The Batman. This is my city. At night it belongs to me."
Most DC heroes have a home city they pay special attention to protecting. The Flash has Keystone and/or Central City, Green Arrow has Star City, Nightwing has Blüdhaven, etc.
With Hell's Kitchen as a smaller protectorate under the eye of Daredevil. And with The Avengers based out of New York as well, let's just say that it's pretty well covered in the Marvelverse.
Every superhero who knows the Fantastic Four has also declared a protectorate on the Richards children, Franklin and Valeria. Mess with them, and you'll have the entire FF, plus all their friends, breaking your door in.
Doom even put Valeria under his protection after helping give birth to her and naming her, so if you mess with her, Doom will come after you.
In Transformers Meta, Ratchet and Hound are protectorates to Evac and Bumblebee respectively.
Grimlock is a sort of an unofficial protectorate over Bumblebee as well.
In Child Of The Storm Harry makes it very clear that two of his friends, both of whom he barely knows, one of whom was The Rival / The Resenter until about ten minutes beforehand, are under his protection and states very clearly that if the Disir hurt them, they'd better kill him, because it doesn't matter if it takes him thousands of years, he will see them burn. The Disir back off.
In Superman, Superman's protectorate is, again, the whole world, but more specifically certain people, like Lois Lane.
In Twenty years after (sequel to The Three Musketeers), D'Artagnan is given the highly unusual task of protecting young King Louis from an angry mob that is going to access the king's own bedroom.
In the Honor Harrington series, a star nation known as the Protectorate of Grayson features prominently starting with the second novel. Originally a Cult Colony, Grayson's heredity ruler is known as the Protector, who is both the head of state and the formal head of the Church. While the Protector does not protect the planet single-handedly, his role as leader means that much of the military forces that do protect Grayson answer to him.
In Doctor Who, touching any of the Doctor's companions is a suicidally bad idea. The Doctor also considers himself the protector of Earth.
"By the ancient rights of combat, I forbid you to scavenge here for the rest of time. And when you go back to the stars and tell others of this planet, when you tell them of its riches, its people, its potential, when you talk of the Earth, then make sure that you tell them this...IT IS DEFENDED!"
In Gargoyles, Goliath's clan traditionally protected Castle Wyvern. When they later found themselves in present-day New York, they declared the city to be their protectorate. Hudson frequently explained that "a Gargoyle can no more stop protecting his castle than he can stop breathing the air." This extended to other Gargoyles worldwide; Griff took it upon himself to protect British fighter pilots during the Blitz, a clan of Japanese Gargoyles protected a village and a clan in Brazil protected a portion of the Amazon rainforest.