At what moment in the jail-break is Mallory hit and wounded?

The only movie I can think of that fits the ''very'' vague description in your question is Natural Born Killers. It's been a very long time since I have seen the movie, but I found a copy of the original script online. Let's see if I can use it to answer your question. (I'm sure the movie deviates from the original script but I think it's close enough for our purposes here.) '''WARNING! SPOILERS AHEAD!''' If anyone reading this has not seen the movie you may not want to continue reading... There are actually a couple of places in the film that could fit the scene you have asked about, but they are fairly close together and are near the end of the movie so I'll just try to briefly summarize the plot from the first incident on to the end. There is a scene where Mallory (Juliette Lewis) is about to be transferred to an asylum when she head butts her obnoxious guard, Detective Scagnetti (Tom Sizemore), and breaks his nose. Two deputies beat her with their shotguns then Scagnetti sprays her in the face and eyes with a can of mace. That scene happens right before Mickey (Woody Harrelson) makes his move and steals a gun from his own guards. Mickey holds Scagnetti and a reporter (Robert Downey Jr.) hostage while he rescues Mallory from her holding cell. She shoots Scagnetti, then she and Mickey take off down the jail corridor firing their weapons and using hostages as shields. Mickey gets shot but keeps moving. When they reach the stairs they stop while they try to decide what to do next and notice that Mallory has been shot. Next is the memorable scene where Mickey wraps duct tape around the barrel of his shotgun, sticks the gun under the reporter's chin and wraps more tape around the man's neck, then tapes his own trigger hand to the gun. Mallory does the same thing with her own gun and hostage. Finally, they've escaped and finish up an interview with the reporter/hostage...then kill him before they steal his news van and drive away. I don't know if this is the movie you were referring to, but it is the only one I could come up with. I hope I've been able to answer your question. If not, you might consider posting a less vague question; one with a hint or clue about the movie you're asking about. Mallory is hit and wounded by one of the three surviving prison swat team, in fact its the last shot fired by what remains of the swat team that wounds Her.