The cover of the June 3 issue of National Review shows a caricature of former Secretary of State Hillary Clinton with exaggerated features and playing a fiddle in front of what appears to be the attacked U.S. diplomatic compound in Benghazi, Libya engulfed by flames. The cover, as TPM noted, is likely “an allusion to the Roman Emperor Nero, who is said to have 'fiddled while Rome burned.' ” 

According to PBS, history has implied that Nero himself set the fire that burned Rome, so that he could rebuild the city more to his liking:           

History has blamed Nero for the disaster, implying that he started the fire so that he could bypass the senate and rebuild Rome to his liking. Much of what is known about the great fire of Rome comes from the aristocrat and historian Tacitus, who claimed that Nero watched Rome burn while merrily playing his fiddle. Gangs of thugs prevented citizens from fighting the fire with threats of torture, Tacitus wrote. There is some support for the theory that Nero leveled the city on purpose: the Domus Aurea, Nero's majestic series of villas and pavilions set upon a landscaped park and a man-made lake, was built in the wake of the fire.

Unlike Nero, Clinton is documented to have been active at the time of the attack in Benghazi. Gregory Hicks, former deputy chief of mission in Libya, testified to a House committee on May 8 that Clinton called him the night of the attack for a report of the events:

HICKS: I think at about 2 p.m. -- 2 a.m., sorry -- the Secretary, Secretary of State Clinton called me along with her senior staff were all on the phone and she asked me what was going on and I briefed her on the developments. Most of the conversation was about the search for Ambassador Stevens. It was also about what we were going to do with our personnel in Benghazi. And I told her that we would need to evacuate and she said that was the right thing to do.