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Tear Jerker: The Professional
Mathilda returns to her apartment following her family's slaying to gather some things. When she finds the chalk outline of where her little brother was gunned down, she breaks down briefly before she's forced to hide by Stansfield's entrance with a couple of other cops.
Likewise, her later sobbing at the restaurant when Tony angrily rebukes her request to work for him as a "cleaner" by telling her in no uncertain terms that Léon is dead.