Joke around with each other
With such serious jobs, Henry and Elizabeth prove that it's important to lighten the mood, as we saw in "The Rusalka" (Season 2, Episode 3).
Elizabeth [holding up two dresses]: Which one of these dresses says, "I'm terribly sorry your heartless autocrat husband is finally dead?"
Henry: Well, I know which one makes this heartless, autocrat of a husband glad he's not dead.
Elizabeth: Oh my god. That is the lamest come on line ever. That was the stupidest thing ever.
Henry: And yet it's working