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Tear Jerker: Secret Files
The very last scene of the second game. Nina has activated the self-destruct system and foiled the Big Bad's plans, saving New York from a tsunami. She's cut the Big Bad off from stopping the self-destruct, but she's also trapped too. She sobs, and supposes she wasn't meant to be a heroine after all. She hopes that, at the very least, Max could get away. Right after that, she remembers the island is going to explode, and he probably won't. She mopes next that Max meant so much to her and she never told him, and now they were both going to die. And then Max saves her ass in the helicopter.