Warning! Spoilers ahead for Marvel's What If...? season 1 finale.
Where did the Watcher (Jeffrey Wright) bring Natasha Romanoff/Black Widow (Lake Bell) at the end of assemble the Guardians of the Multiverse.
Aptly titled "What If... the Watcher Broke His Oath?," What If...? season 1 finale directly picked up from the events of its penultimate episode. After the Watcher forged a partnership with Doctor Strange Supreme (Benedict Cumberbatch), he scoured the multiverse to gather the Guardians of the Multiverse composed of Captain Carter (Hayley Atwell), T'Challa's Star-Lord (Chadwick Boseman), King Killmonger (Michael B. Jordan), Party Thor (Chris Hemsworth), a variant of Gamora (Cynthia McWilliams), and the evil sorcerer. But as the fight brought them back to Ultron's original universe, the team was ed by Black Widow. After a series of twists, they accomplished their mission to neutralized the antagonist. As the other heroes returned to their respective timelines, however, Nat refused to do the same since there's really nothing waiting for her there.
Understandably, Black Widow confronted Hulk's (Mark Ruffalo) assassination.
Eventually, the SHIELD director found a way to defeat Pym, who assumed the persona of Yellowjacket, by teaming up with Loki (Tom Hiddleston). The Asgardian Prince and his army of Asgardians descended to Midgard in the hopes of seeking revenge for the death of Thor. Once their shared goal was achieved, however, the God of Mischief's villainy came out; he decided to take over Earth instead of leaving peacefully. This checks out with the universe that Nat found herself in the What If...? season 1 finale. Furthermore, the only heroes that can be seen aboard the Hellicarrier battling Loki's minions were Captain America and Captain Marvel — both were belatedly enlisted by Fury to the Avengers following the death of his initial recruits.
It was interesting to see the Watcher transfer What If...?'s Black Widow from one universe to another in the animated series. To be fair, there may not be serious consequences in doing this since the universe she's originally from has been already wiped out. Just because Ultron was defeated doesn't mean that all the damage he previously did was reversed. Since the events of What If...? are canon, however, this effectively suggests that the Watcher could've easily planted her in the Sacred Timeline since it's also a reality where Nat no longer exists.
Marvel's What If...? returns for season 2 on Disney+.