Nancy is a female Diictodon from Primeval. She was known to cause trouble like Sid.
In episode 3.3, she came out of an anomaly with a whole clan of Diictodon. She was adopted, because the anomaly closed and she wasn't able to go to her era.
In another episode, she was seen in Connor's house with Sid and they both go to Connor.
In episode 3.5, she was awaken by Connor and he finds out that Sid isn't here. Sid went into a vent where a Future Fungus has appeared in a sciene lab room. Sid was recaptured in the end.
One of the Diictodons snuck in James Lester's car and chewed on the papers that were classified.
In another episode, Nancy was chewing on James' coat and when he got it back he scared Nancy off with a snarl.
In episode 3.9, she and Sid were playing with Rex.