In a penthouse on the roof of a skyscraper overlooking Basin City, a fancy party is in progress. A woman (Marley Shelton), dressed in a red evening gown, is alone on the balcony. A man (Josh Hartnett), who is narrating, walks up behind her and offers her a cigarette. They exchange some small talk, he tells her that he sees in her eyes a "crazy calm", of someone who is tired of running, but doesn't want to face her problems alone. He tells her that he will save her, and take her far away. They kiss, then he shoots her. She dies in his arms. He says that he does not know who she was running from, but will "cash her check in the morning."
In the DVD commentary, Frank Miller explains that the victim in this story (the Customer of the title) is actually committing suicide. The unnamed woman had dated a mobster, and when she tried to break it off, he said that he would kill her in the most terrible way possible. She then used her connections to hire a hitman (known as the Salesman) to provide her with a quick death.