Strange over the top psychological reactions by Catherine
You remember, in two scenes Catherine (the black widow) almost lost it, she cried excessively and even punched herself. Both times, it happened after she learned that somebody had been asking questions about her.
If it had been a bad movie, then such reactions would have looked like amateurish overacting. But given that the movie was reasonably good and well played, such strange behavior added complexity to Catherine's character. It showed that she was not quite the cold hearted bitch she tried to look. She was evidently really scared of getting caught. When she finally did get caught, she acted very calmly, but we can quess that she broke down when alone in her cell, perhaps even ended up in a madhouse.