When Order 66 is just finishing in Star Wars: Episode III - Revenge of the Sith, we see C-3PO inform Padmé that Anakin has arrived at the Jedi Headquarters and that he has just killed the young Jedi trainees. She starts crying. Is this because she knew then?
According to Wookieepedia, Padmé was unaware of the true circumstances, but was upset because she clearly could see the Jedi Temple burning in the distance and knew Anakin was suppose to be at the Temple.
Skywalker, seeing Sidious as the only way to save his wife, pledged himself to the dark side. Sidious then initiated Order 66, declaring the Jedi to be traitors to the Republic. Across the galaxy, Jedi were murdered by their own soldiers, while on Coruscant Skywalker led the 501st to the Jedi Temple, where they slaughtered everyone within, setting the ancient structure ablaze in the process. Knowing that her husband was in the Temple, but unaware of the true circumstances of why he was there, Amidala watched fearfully and horror-stricken from her apartment as the Jedi Temple burned. When Skywalker arrived at her apartment unharmed, he informed her that the Jedi had become traitors but that his loyalties stayed with the chancellor.