Frank shows up at the ball, right after Elsie has firmly instructed him to go back to America before he gets killed.
Elsie: You shouldn't be here!
Frank: No, Elise. This is the one place on earth I should be.
Elsie: How did you get in here?
Frank: I told the doorman you were my wife and I wanted to keep an eye on you. Italians are big on that kind of thing.
Elsie: (pleading) Leave!