Heuristic on Sobolev and BV functions

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Let $f: \Omega \subset \mathbb{R}^N \to \mathbb{R}^M$ be a Sobolev or BV vector field.

A heuristic that I've heard frequently is the following:

$f$ is almost Lipschitz on a large "good" set but there is a small "bad" set where $Df$ is very large.

What theorems make this heuristic rigorous?