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She first appeared in The Hard Goodbye before becoming a more prominent character in later stories, most notably That Yellow Bastard.
Set after Hartigan's (Bruce Willis) suicide at the end of "That Yellow Bastard", this story centers around Nancy (Jessica Alba) trying to cope with his death.
On the night John Hartigan meets up with Nancy in "That Yellow Bastard", Marv (Mickey Rourke) regains consciousness on a highway overlooking the Projects, surrounded by dead young men, and unable to remember how he got there.