I don't remember if the episode is number 14 or 15, but it's after the military has an encounter with Scar and you see Kain Fuery examining a bullet casing. As he's looking at it, Lust comes by in said coat and says that she hopes they catch their man.
"I was thinking of a present for you. Shall I send you some despair?"
~Sephiroth, Final Fantasy: Advent Children
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