D.W.
I think I would be honest, but broad. Start with making sure that she understands it was a show, people acting, and not something that actually happened, so that you can honestly say that yes, both the little girl and the mommy are fine. Depending on if she seems to need more information, I think it's OK to let her know that what was being acted in the show was bad people being mean, and this does happen sometimes, but there are also good people that will rush to help, and you are sure that good people came and helped the little girl and mommy sometime after you stopped watching.
In today's information age, we can't hide much from our little ones, and they will invent an answer if they aren't given one that makes sense to them. So it's best to give a satisfactory explanation that allows you to frame it all under your own terms. Answer only what the child seems to want to know, and no more.
I know it's sad that we can't keep them completely innocent and sheltered very long, but we can do our best to mitigate all the negative influences they will encounter. Age appropriate knowledge ends up being the best defense.