How is “be mixed up with” used?

In Heat (1995), one line is: “Why did I get mixed up with her?”

Which movie is “be mixed up with” from?

The clip at the top of this page is from Heat (1995).

to be / become friendly with or involved with sb that other people do not approve of

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to be / become friendly with or involved with sb that other people do not approve of
Why would a son of old Linus get mixed up with a man like Mike King?

Definiciones del Oxford Advanced Learner's Dictionary, 9.ª edición

Why did I get mixed up with her?

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