In Spider-Man 3, after the evil "Green Goblinish" side awakens in Harry Osbourne, he confronts Mary Jane Watson and tells her to break up with her fiancé, Peter Parker. She does so, telling him that she has fallen in love with another.
Why? Is she worrying for his safety, or her own? Couldn't she just as easily have said "watch out for Harry, he's the Green Goblin now. Protect me?" She knows that he's Spider-Man and has defeated the Green Goblin in the past.