I loved it; she liked it but thought it was too bloody. But we couldn't figure something out.
Here's our question ... Spoiler Warning!
Near the end of the film, after Costigan (DiCaprio) visits the Police Department and meets with Sullivan (Damon), who promptly attempts to frame him, Costigan visits Madolyn (the hottie shrink) and gives her an envelope.
What's in the envelope?
At this point, Costigan hasn't obtained (and might not even know about) the taped conversations from Costello's lawyer; he's just getting ready to vanish for a couple of weeks and, presumably, try to clear his name. He gives Madolyn the envelope, explaining that he's got no one else to give it to, and instructing her to open it only if something happens to him. In the next scene, we see her place it in her desk. But she never opens it.
The final scene between Costigan and Madolyn doesn't need the motivation provided by the envelope, so it seems kind of weird to simply write it off as a plot device to get the characters to meet one last time; he could have just swung by to let her know he was planning to lay low for a while. Alternatively, given the facts that (1) he seemed so apologetic about meeting her in the first place, and (2) doesn't rat out Sullivan to her (does he even know Sullivan is her boyfriend?), there seems to be no motivation for the scene at all, except for him to give her the envelope ... which is then forgotten.
Maybe there was originally a scene regarding the envelope, but the deletion of it would seem to orphan this scene, and I don't think such a continuity glitch is probable.
We don't see him taking anything from the Police Department (like a badge, or ID, or papers), and it seems unlikely that he'd want to give identifying information to Madolyn if he's hoping to somehow outsmart Sullivan's attempts to frame him.