In federal court, a judge has a few options to deal with spoliation;

Under Federal Rules of Civil Procedure Rule 37 possible sanctions are as follows:

• dismissal of the wrongdoer’s claim;
• entering judgment against the wrongdoer;
• exluding expert testimony; and
• application of adverse inference rule.

The last of these basically allows the court to infer (or instruct the jury to infer) that the destroyed evidence was the most possibly damning thing and hold that against the party in question.

Outside of the above, destruction of evidence is a crime. The judge has no power of investigation that I'm aware of, but maybe it just means informing those who have such power.