In A Tale of Two Cities we see Kates wrists all cut up. 
ABC have release promotional shots of a cut scene where Kate stuggled before being taken back to her cage.
Also Gregg Nations(Script Co-ordinator) has confirmed the following.(Thanks to SarahM for finding this)When Kate cries, I would think of it more as everything overwhelming her. She's not a character that likes being trapped, handcuffed and in a cage. If you were to imagine her trying to rip the handcuffs off and trying to escape, you wouldn't be far from the mark. And realizing she couldn't run, and then seeing Sawyer in the same condition, was probably the thing that pushed her over the edge. I'd probably cry at much less.
Source: Gregg Nations
