Low-density parity-check (LDPC) convolutional codes (or spatially-coupled codes) were recently shown to approach capacity on the binary erasure channel (BEC) and binary-input memoryless symmetric channels. The mechanism behind this spectacular performance is now called threshold saturation via spatial coupling. This new phenomenon is characterized by the belief-propagation threshold of the spatially-coupled ensemble increasing to an intrinsic noise threshold defined by the uncoupled system. In this paper, we present a simple proof of threshold saturation that applies to a wide class of coupled scalar recursions. Our approach is based on constructing potential functions for both the coupled and uncoupled recursions. Our results actually show that the fixed point of the coupled recursion is essentially determined by the minimum of the uncoupled potential function and we refer to this phenomenon as Maxwell saturation. A variety of examples are considered including the density-evolution equations for: irregular LDPC codes on the BEC, irregular low-density generator matrix codes on the BEC, a class of generalized LDPC codes with BCH component codes, the joint iterative decoding of LDPC codes on intersymbol-interference channels with erasure noise, and the compressed sensing of random vectors with i.i.d. components.