At Fife, in Macduff's castle, Lady Macduff is lamenting to Ross that her husband has run away, which, sure makes him look suspicious.
Also, abandoning your family with no defense is seriously uncool. It's cool, Ross says. Macduff had his reasons.
Lady Macduff then has a funny bit of banter with her young son about how his father is dead. He doesn't believe her, and they go on to discuss whether or not she should buy a new husband at the market as well as what happens to traitors. The kid is pretty witty. He suggests that there are enough bad men in the world to beat up the good men and hang them, so really, the traitors shouldn't be too concerned about their fates. Then he adds that he knows his dad isn't dead. If he were, Lady Macduff would be crying.
Lady Macduff is entertained by her son's cheekiness, but the conversation comes to an abrupt end when a messenger enters advising her to flee with her children.
Since she's innocent, she sees no reason to leave. Then again, she thinks, this is Earth, where sometimes people are praised for doing evil things and punished for doing good things. So being innocent may not be a good reason to stay put.
Unfortunately, in the time it takes her to figure this out, the murderers have arrived.
One of the murderers says they're looking for Macduff, who is a traitor.
Macduff's son retorts, is stabbed, and then dies, leaving the murderers to pursue mom.