On the Island
Season 2 (Days 1-12)
Nancy is pulled out of the water by Eko. ("The Other 48 Days") (promotional still)
After crashing into the ocean, Nancy was pulled out of the water by Mr. Eko after the crash. After the crash, Nancy is seen sitting on the beach. However on their first night on the Island, three of the survivors were kidnapped by the Others.
On Day 5 Nancy is seen at Donald's funeral. However on Day 12 she was among the nine "tailies" kidnapped by a mission of the Others, Libby being the first to notice her absence. Her name and description was on a list found in the pocket of a female Other that Ana Lucia had tackled and killed. ("The Other 48 Days")
Nancy was collecting her luggage. ("Happily Ever After")
After Flight 815 landed in LAX safely, Nancy was seen collecting her luggage near Claire and Desmond. ("LA X, Part 2") ("Happily Ever After") Although portrayed by a different actress, who was younger and had a different hair style, this woman was likely to be Nancy, due to her being an African-American, and wore the same yellow blouse and white pants as Nancy.
When the tail section survivors bury Donald, this woman is the only female character not identified by name. When the Others attack on Day 12, the name Nancy is mentioned. However two other unidentified women are seen on following days (background tailie #16 on days 7 & 12 and background tailie #6 early on day 12). Nancy could be played by any one of these actresses. Eventually, her identity was confirmed in the Lost Encyclopedia, when a photo was included in her article.