By the end of The Hunger Games movies, it's laid plain where Katniss's true affections lie. But for the most part of the films, fans are torn back and forth, never knowing quite for sure whether or not some of her romantic storyline that she is forced to keep up with Peeta is actually influenced by authenticity.
Katniss and Peeta have a tumultuous history together from the start of the movies. The flashback scene of Peeta throwing a starving Katniss burnt bread in the street doesn't exactly send a clear message to viewers regarding where the two stand. Granted, the characters themselves don't even seem to know where they stand in relation to each other most of the time. There are some scenes where Katniss seems to be obviously faking feelings for Peeta, but others where her love for him is plain as day.
Loves Him: Goes Back For Him In The Games
Katniss doesn't have to go back for Peeta in the first Games. It's announced that two victors are possible if they are from the same district, but one victor is equally as acceptable--and Katniss knows she is more capable of winning The Games than Peeta.
Yet, she refuses to leave without him.
Pretends: She Kisses Him In The Cave
It's hard to figure out exactly how Katniss is feeling toward Peeta when they hunker away together in the cave in the first movie. Katniss clearly has some kind of affection or care for him, since she chooses to take care of him.
But when she kisses him, viewers know that it's mostly for the cameras, and so that the two will have a better shot at having viewer approval and therefor assistance.
Loves Him: He Gets Hit By A Force Field
By the time Katniss and Peeta enter the Quarter Quell, Katniss's feelings toward Peeta still haven't been established clearly. She kissed Gale not long before they left on their tour, implying that her loyalties lie with him.
And yet, when Peeta walks into a force field and appears near dead, Katniss loses it in a way that suggests her feelings are stronger than she has let on.
Pretends: They Trip And Fall In District 12
The cameras come to District 12 to give an update on Katniss and Peeta before they head off on their Victor's tour of the districts.
Peeta is in his pouty, resentful phase still, but Katniss plays up their romance for the TV viewers knowing that Snow is watching--so when the two trip and fall in the street, she uses the fumble to embrace Peeta and create a romantic moment.
Loves Him: She Asks Haymitch To Volunteer
As soon as it dawns on Katniss that it will be between Haymitch and Peeta for who will be chosen to enter the Quarter Quell with her, Katniss immediately runs to Haymitch to beg him to take Peeta's place, should his name be drawn.
It's possible she just can't face killing Peeta due to already emotionally hurting him, but it's more likely that it's because she loves him, even if she doesn't know it yet.
Pretends: The Victor Tour
Katniss and Peeta realize that their victor tour isn't just a single tour that they have to behave as if they are smitten with each other while on--as Haymitch points out, they are "on this train forever".
They have to prove to the capitol that they love each other not just for a brief tour, but for the rest of their lives. While the tour gets cut short, Katniss still acts for the cameras and plays the part of a devoted girlfriend.
Loves Him: She Sees Him On TV
Katniss' intense affection for Peeta really begins to become obvious when she is saved from the Quarter Quell and he is left behind.
She obsesses over where he is and how he might be doing, and when his face appears on the TV screen she can't bear sitting down, but automatically stands up with eyes glued to the screen, heartbroken for him.
Pretends: Shushes His Childhood Story
In the first Games when Peeta thinks that Katniss is revealing her love for him, he attempts to relate to her the origin of his feelings and how he adored her as a child.
Katniss nearly winces at this, and attempts to make him be quiet while still convincing the cameras that she has feelings for him.
Loves Him: Waking From Her Nightmares
The reoccurring scene of Katniss waking up from nightmares to find Peeta rushing into her room to make sure she's okay becomes the touchstone for why Katniss loves and needs Peeta.
When he is taken from her and brought to the capital, she finds herself wishing he was there to comfort her at night, realizing that he's the one who makes her feel the safest and most calm.
Pretends: Why She Eats The Berries
When Katniss and Peeta choose to--almost--eat the berries in the first Hunger Games, Peeta at first objects to the idea, but then is overcome with the romantic notion of taking them"together?" as he says, as if touched by the thought that she also can't live without him.
In reality, it's more likely that Katniss realized the Game creators would never allow the Game to end that way, and therefore was gambling with the hope that she was really saving them both, while unfortunately humoring Peeta's romantic notions.