She left without even saying goodbye to us.

Literal

She [topic-は] us [to-に] goodbye [even-さえも] saying-not-and went-and-stayed-gone.

A small grammatical avalanche packing real emotional weight. (1) さえも ('even') intensifies ~ない negation — 'not even X.' (2) The auxiliary form ~ずに ('without doing') is a more literary/formal alternative to ~ないで. (3) The ~てしまう of 行ってしまった signals regret or finality — she went, and the going has consequences (she's not coming back, or it's emotionally significant). Together: 'she went off, and didn't even pause to say goodbye.' 行ってしまった is often abbreviated to 行っちゃった in casual speech; here the full form keeps a more formal, sorrowful register.