Black Widow may be one of the most underrated Marvel movies. Released back in 2021, it was the only movie in the Marvel Cinematic Universe to be released simultaneously in theaters and on Disney Plus. This was a new, temporary approach that studios were trying in order to navigate the pandemic and it meant that audiences could either watch a movie in the cinema like they usually would or view it from the comfort of their own home.
The film spotlighted Scarlett Johansson's Natasha Romanoff and acted as a send-off after the character's heroic death in Avengers: Endgame. To do that, it threw us back to 2016 in the MCU timeline shortly after the Avengers got "divorced" during the events of Captain America: Civil War. Natasha was on the run from the government, particularly Secretary of State Thaddeus "Thunderbolt" Ross (prior to his stint as president).
However, in the film's final act, she escapes his clutches once and for all (in spite of the fact that she orchestrated a run-in with him). But it doesn't show you how she does it. If this always irked you when watching Black Widow, one of the film's deleted scenes sheds some light on that.
Black Widow allowed herself to be captured and then escaped from the vehicle
In the final act of Black Widow, Natasha Romanoff and her family - Yelena Belova, Alexei Shostakov / Red Guardian, and Melina - all successfully bring down the Red Room and free countless Widows from Dreykov's control. Dreykov dies in the destruction but, in order to ensure that the organization was truly destroyed, Natasha decided to enlist the help of the US government that was currently after her. Thus, she activated the tracker in her Black Widow uniform, alerting Ross to her location.
Ross and a multitude of government agents arrived at the scene as Natasha told her family to leave. She then waited behind to face the punishment she had evaded, but as the cars pulled up, the film cut to black and jumped two weeks into the future, showing us that she was still a free woman and seemingly on the run again (sporting her iconic Avengers: Infinity War look). So, what happened and how did she escape?
A deleted scene has the answers. In that scene, Ross and the US agents converge on Natasha's location and she immediately surrenders before him. He asks about what happened there and she reveals that the Red Room still existed and that she destroyed it. He didn't believe her at first but as she was cuffed and placed under arrest, the building crashed from the skies to the ground below (which actually took place earlier in the finalized version of the film).

Natasha is then placed in the back of Ross' car as Antonia Dreykov, a.k.a. Taskmaster, is loaded onto the back of a medical vehicle, highlighting another element of the story that was changed in the final version of the movie (Antonia is taken by the Widows in the film). Before she gets in, she tells them to take care of Antonia. And then, she chats with Ross about the events that have taken place since Captain America: Civil War.
Ross doesn't know what to make of her, previously thinking her a traitor for refusing to sign the Sokovia Accords and yet being perplexed by her heroic decision to save the world from the Red Room. She remarks on the similarities between the two and it seems that they may have found some common ground. However, as she does so, she slips out of her handcuffs and escapes while the vehicle is still in motion. Ross turns around to see the back of the car empty and the back door wide open, showing nothing but road.
It's unclear as to why this scene was cut as it clearly explains how Natasha was able to escape Ross again and remain free by the time that Thanos arrived on Earth. We already knew she evaded the government between 2016 and 2018 as she is still working alongside Steve Rogers and Sam Wilson as part of the outlaw faction of Avengers when we see her again in Avengers: Infinity War, but since the purpose of Black Widow was to explain how she did it (as well as what happened in that time), it seems a little odd that this scene didn't make the final cut.

Perhaps Marvel opted for a more triumphant close to the film, and there is no doubt that the shot of Natasha Romanoff against the destruction, awaiting the arrival of Ross, is a triumphant shot. The two weeks later time-jump also adds an air of mystery to the developments and that mystery is part of the excitement of the Black Widow character, so there is an argument to be made on that front too.
The final scene of the movie shows us Natasha, sporting her shorter blonde hair, as she meets with Rick Mason (O-T Fagbenle) one more time. We know she escaped capture and we now know how, along with the story behind the jacket she sports in Avengers: Infinity War too (a present from Yelena) as the film ends on the hopeful note that she will reunite the Avengers - something that we know she does as she navigates the team through their five-year long saga with Thanos.
Natasha Romanoff was a leader in so many ways and the hopeful ending of Black Widow highlights that.