This is one of the last scenes in Watchmen. It's two narratives being twined together, so I'll do some background.
Spoilers ahead, though these are minor characters, if major thematically. I'd be pretty surprised if these had shown up in the movie.
Watchmen, Chapter XI: "Look upon my works, ye mighty...", p20
Background:
Malcolm & Gloria. Malcolm was assigned to work on Rorshach's case, but Rorshach decided to give Malcolm Long exactly what he wanted, but not in the way he expected. His stated desire ("I care about you, and I want to make you well") was answered with "You don't want to make me well. Just want to know what makes me sick." We see the doctor become progressively melancholic. As the scene begins, his wife has apparently had enough and moved out.
Joey & Aline. Two lesbians, partnered. Their relationship is fracturing, and Joey thinks she wants to be straight.
Gloria: "Hi. Fancy meeting you here."
Malcolm: "Gloria?"
Gloria: "I knew you came this way home, so I figured I'd meet you here from work. I'm not ready to visit back at the apartment just yet."
[In the background Joey throws papers into the air in distress.]
Malcolm: "Just yet?"
[Foreground, perspective shifted to Joey & Aline. Joey is gesturing wildly, demanding to be understood. Aline is shying away.]
Gloria: "Well, I want to come back. I miss you, Malcolm. I miss the person you were... ...But I can't live with someone who feels driven to help hopeless cases, then lets their misery affect our lives. If you can promise me you'll ask for a transfer to different work with different patients, I can come home... if that's what you want."
[Malcolm is glancing past her at Joey & Aline.]
Malcolm: "Gloria, of course that's what I want, but, uh..."
Gloria: "Well, do it! I'm not going to share you with a world full of screw-ups and manic depressives. I'm not going to share my life with them. Malcolm? Malcolm, are you listening to me?"
[Joey pushes Aline. She falls.]
Malcolm: "Gloria, I'm sorry... Those people... They're hurting each other."
[Joey is kicking Aline.]
Gloria: "Malcolm! Don't you dare! Don't you dare get involved! Didn't you listen to a word I just said?"
Malcolm: "Gloria, please. I have to. In a world like this... I mean, it's all we can do, try to help each other. It's all that means anything... Please. Please understand."
[Current focus fading, panel shifts to broaden the scope of the dialogue's thematic importance and place it into the context of the entire novel.]
Glroia: "Malcolm, I'm warning you! You let yourself get drawn towards another heap of somebody else's grief, I don't want to see you again!"
Malcolm: "Gloria... I'm sorry. It's the world... I can't run from it."
That's possibly my favorite line in the novel. "It's the world: I can't run from it." (I have to help.)