Katie and Caleb had decided to treat themselves to one last night out before they needed a babysitter.
Even though she was nine months pregnant, they were huge Batman fans and they were not going to miss opening night.
"They had Batman apparel on. They waited for this movie for over a year," Katie's dad, David Sanchez, told NBC News.
"They were having the normal opening night movie experience," their friend Michael West said.
"They stood anxiously in line, spent too much on popcorn and soda, suffered through the movie trailers and watched the beginning of the movie. That is when evil struck."
Caleb, 23, was shot in the face. He was put in the back of a police cruiser and driven to University of Colorado hospital.
He has lost his right eye, suffered brain damage and is in a medically-induced coma. Katie, 21, escaped uninjured and yesterday gave birth to son Hugo Jackson Medley.
Both baby and mum are doing well, the hospital said.
Caleb is still in a medically-induced coma and so missed the birth.
Describing the moment the shooting started inside the Century 16 cinema, Katie said: "I thought it was a prank at first, or someone playing along with the movie because it happened during a fight scene.
"Then he opened fire, and Caleb was shot in the right eye as they all tried to duck and cover.
I didn't know how he was, because there was so much blood, but he was still moving, and he kept running his fingers through his hair.
"Caleb was the fourth to be taken out. They did not bother to wait for the ambulance; he was put in the back of a cop car and they drove him straight to University Hospital.
"I did not get to see him again, because the police were keeping me, and I did not find out if he was still alive until they released me at about 4 am."
Kate's dad David went to the courthouse where suspect James Holmes made his first appearance.
Holmes is accused of killing 12 people and injuring 58 at the cinema.
David said: "When it's your own daughter, and she escaped death by mere seconds, it really makes you angry.
"I wanted to come here. I wasn't sure about (Katie's) feelings. She is being very strong right now, having to make a huge amount of decisions. "
It's not certain when baby Hugo would be able to be taken to see his father as doctors feared he could be at risk of infections.
David said: "It's been horrendous. It's been more than anybody should be able to handle."
Poor, poor woman!
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