In my opinion, the sentence flows more smoothly with both verbs in the same tense. If you put that sentence on my desk to copy edit I would change it so both are in present tense.
In general, you shouldn't change tenses in a sentence unless you are actually trying to describe a shift in time. Since both actions (Jerry expressing his love, Dorothy's reply) occur in the same time frame, they should be in the same tense.
Purdue's OWL states it like this:
General guideline: Do not shift from one tense to another if the time frame for each action or state is the same. Source
This is more of a style issue than a strict grammar rule. As J.R. points out, you could interpret "When Jerry expresses his love" as clarifying the phrase "At the end of the movie." In that reading using Dorothy's reply was is probably fine.
Also, as a general rule, when talking about actions that occurred in a work of fiction, the present tense is used. There are exceptions, but I personally would put this sentence in the present tense.