Nancy is the co-protagonist of the 1978 comic "Terror Blu #37: La Prigioniera". She was created by Studio Laganà and Carmelo Gozzo.
Nancy is the moll of a criminal named Rob in the year 1926. Together, they perform a heist at a jewelry store, only to have a female customer walk in on them in the middle of it. Rob kills the shopkeep and the two take the woman hostage, warning the police that her death will be on their hands if they're followed.
The criminal duo decide to hide out in an empty house until things cool down. Feeling randy, Rob takes it upon himself to rape the hostage while his partner is in the kitchen making dinner. Nancy is angered that Rob is wasting his time on some "cheap slut", but knows that if she voices her protest she'll get walloped. Instead, the moll decides to rifle through the contents of the woman's purse, and in doing so, finds a small box filled with diamonds. Overjoyed, Nancy brings her discovery to Rob's attention, stating that the woman's parents must be loaded and that they'll pay anything to get her back alive.
It is here that the woman, named Sheena, divulges the truth. She is actually an alien who came to Earth in order to sell diamonds (a very common resource on her planet) so that she could instead purchase coal (a very scarce resource on her planet). Rob and Nancy feel that the woman has either gone crazy or is trying to pull a fast one, but regardless of which, they agree to start torturing her with the use of rope, candles and tongs.
Finally Rob gets fed up with Sheena's resistance and blows her head off with his gun. Nancy get angry, saying that they could have gotten the truth out of her eventually, but her partner says that the diamonds, along with the loot from the robbery, will be good enough. They throw what they believe to be Sheena's corpse into the cellar and then head back to the bedroom. Rob is ready for some sleep, but Nancy reveals that she is incredibly turned on after having watched her "rival" tortured and killed.
While the two villains have sex, the now-headless Sheena creeps out of the cellar and locates her communicating device, which she then uses to contact her ship. Successfully receiving the signal, the alien woman's friends come to Earth to save her. After discovering what they have done, the aliens drag Rob and Nancy out into the yard and then allowing Sheena a chance at revenge. Unlike the alien woman, whose brain is located in her chest, the decapitation makes for a fatal end for the evil Nancy and her lover.