In Avengers: Age of Ultron (2015), Pietro Maximoff is killed by a spray of gunfire while protecting Clint Barton. Wanda Maximoff (Pietro's sister), who is at the center of the city, immediately falls to her knees and screams as if she knew that Pietro was dead. Then (without seeing Pietro's body), she rips out Ultron's heart and says that that was what she felt like (presumably after Pietro's death).
However, the movie never shows her discovering he's dead directly after his death. How does Wanda know Pietro died immediately following his death?