X-Men: The Last Stand
The movie begins with a very sad Cyclops.  He is still very sad because he lost his girlfriend Jean Grey at the end of the last movie.  He goes out to the lake, where he sees Jean Grey, who is somehow not dead.  She has a lot more powers now.  She kills Cyclops and then leaves.  Wolverine and Storm find Cyclops' visor in the water when they go looking for him.  They also find Jean Grey and put her inside the Xavier Institute.