Karen and Jack meet at the hotel bar in Detroit. Karen starts off by playing a make-believe game that they're other people and not a cop and robber chasing each other. Jack plays along for a moment and then ignores it, taking a more adult view about the relationship the two of them are building. Karen quickly realizes that he's right. Meanwhile, the movie is flash-forwarding to the obvious point of where this is all leading: back to Karen's hotel room for a round of awesome sex.
After the round of awesome sex, Karen tries to rationalize it and deal with some guilt issues, calling herself stupid for sleeping with a crook. Jack angrily calls her on it, that while bank robbers - himself included - are stupid, she isn't. She rejoins him in bed.
And when Jack leaves, he leaves behind the gun she got as a gift from her dad, the "excuse" she had for chasing him. While it's the same gun she'll shoot him with at the end, it's a sweet gesture.