By Montague, I will presume that you mean Romeo Montague.
When Romeo first arrives on the scene in Act 5 scene 3, he tells Balthasar (his speech is also overheard by Paris, who is hiding around the corner from the tomb) that he intends to enter the tomb to see his lover's face one last time and take a ring from her finger that he claims to need for another, unspecified, purpose.
Why I descend into this bed of death,
Is partly to behold my lady's face;
But chiefly to take thence from her dead finger
A precious ring, a ring that I must use
He gives his servant a letter for him to take immediately to his father and warns him not to return to the tomb.
In dear employment: therefore hence, be gone
If he does return, Romeo tells him that he has enough animal passion inside him to tear him from limb to limb.
But if thou, jealous, dost return to pry
In what I further shall intend to do,
By heaven, I will tear thee joint by joint
And strew this hungry churchyard with thy limbs:
Balthashar obviously doesn't believe that Romeo is much of a threat, because he ends up staying.
When Montague first arrives in Act V, Scene 3, he laments,
Alas, my liege, my wife is dead to-night;
Grief of my son's exile hath stopp'd her breath:
What further woe conspires against mine age?
Not only has Montague had to endure what no father should—outliving Romeo, his only child—but now in this tragic time he must also bury his wife. She has died of a broken heart over Romeo's death. If that much grief has killed her, imagine what incredible pain Montague must be experiencing.
On top of the pain of losing his whole family, Montague surely must feel a great deal of guilt. After all, his stubborn hatred and feud with Lord Capulet indirectly led to the two lovers’ deaths, as the Prince suggests when he says,
Capulet! Montague!
See, what a scourge is laid upon your hate,
That heaven finds means to kill your joys with love.
If Montague is partly responsible for Romeo’s death, that means he is partly to blame for the death of Lady Montague, too. There are layers upon layers of tragedy in this ever-famous love story.
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