This is Kate's jacket. = This jacket belongs to Kate.
That's our neighbors' dog. = That dog belongs to our neighbors.
Belong with means that things/people are similar and should be together. If one person in a romantic relationship says "You belong with me," it is like saying that it is destiny for the two people to be together.
You can also use belong with or belong in for putting an object into a category with other, similar objects:
That book about humans traveling to Mars doesn't belong in the history section. It belongs with the other science fiction books.
An object belongs IN a category, and belongs WITH other similar things.
You might think Johnny Depp taking on the role of Whitey Bulger is against type and expectation, and in many ways, it is. But covered in makeup, dredging it all up from within that immersion it s sort of what Depp does, no matter how serious or lightweight the subject matter. Add to that director Scott Cooper, who brought out perhaps Christian Bale s best work to date in Out of the Furnace and saw veteran Jeff Bridges to his first Oscar in Crazy Heart, then you have a whole lot of promise.