It refers to Emily Bronte's novel Wuthering Heights. The main character, Heathcliff, kidnaps the daughter of his former love and locks her into a room until she agrees to marry his son. While it may seem that the twisted nature of the original kidnapping imbues the act of "Heathcliffing" with a certain sense of depravity, most proposed heathcliffing events are light-hearted objectification of hot men by single, tense women.
Woman 2: No. Was it hot?
Woman 1: Shyeah. I am so going to heathcliff him and put him in my closet.
Woman 3: Ooh. Are we talking about heathcliffing people? I already have five in my walk-in closet!