Staying in the trees has been Rue's goal the entire game. She's fast in them, she knows she is. And people hardly ever look up. It's a good way to observe people, to listen to them. That's how she knew the careers were hunting down Katniss, like a wild animal that had to be tracked. Rue goes from tree to tree, and when she finally sees Katniss, Rue waits. It's getting dark anyway. It would be harder to get her attention in the dark.
After the tracker jackers, it's unspoken - Rue and Katniss, and for a little while at least, Rue's sure that she has a chance to make it to the end. She doesn't know what happens then, but she knows she can trust the girl from District 12. They eat together, Rue laughing with her over Peeta and it's a little like they aren't in the arena anymore. She feels safe with Katniss. But they have to have a plan. They have to make the careers weaker somehow, and destroying everything they got from the cornicopia is the only way. She agrees to help, to light fires as a lure, and teaches Katniss her whistle from District 11.
Rue lights the first batch of leaves, but a noise spooks her, she runs, up a tree, going halfway until she goes still, just waiting. Then she hears it, an explosion, and she scrambles down, running, listening for the mockingjays. When she doesn't hear them, she keeps moving, risking giving herself away by yelling out.
She's not paying attention, and somehow, before she really knows what's happening, she's trapped in a net. She goes quiet, just like Thresh told her to if that happened, to not call attention to herself as long as possible. But she tries to get free, panic making tears come to her eyes. When she hears someone coming, Rue waits, until she hears Katniss, and then the cry bursts out of her before she can stop it. Once she's free, she throws her arms around her, holding onto her tightly.
She doesn't even hear another person, not until it's too late. And she doesn't feel anything either, until her shirt feels sticky warm and she looks down. There's a spear sticking out of her, and for a second, Rue just leaves it, too surprised to do anything about it. Then she reaches for it, pulling it, the sensation strange and numb, and she knows she just lost.
When she looks up again, to find Katniss, everything's changed around her suddenly. Dropping the spear, Rue falls to the ground, wondering where she is, and if this is what happened to all of them when they died. A tear slides down her cheek, thinking of her mother. Of her father. And of how Katniss has to win.