I think conservation of mass is a purely a chemist's invention for chemical reactions, because in a manner mass can be destroyed (or at least become heat), through nuclear processes (as opposed to chemical processes). The resulting heat released from a nuclear fission is the loss of mass of its input components, and can be calculated using once again the famous equation (e= mc^2).
However, so far, there have not been any violation of the law of conservation of energy. I am unsure as to whether there is a rigorous explanation of this property, but I've heard that supersymmetry provides an answer. That is, the laws of conservation of energy MUST be preserved in order for all observers to share the same physical laws. However, I have not studied supersymmetry as of yet, so i cannot give a definitive answer.
However, in its original form, the law of conservation of energy is thought of as an axiom in physics, with its only proof being that of overwhelming empirical evidence.