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Nancy is a very minor character indeed, since she only appears in the fifth section of the first chapter, but she is one of several examples (including Bernard Copeland Rumfoord) of characters who are really hardened and unsympathetic to the suffering of others.
She doesn't hurt anyone directly, but she hears about a man being squashed by a falling elevator and insists that the narrator break the news to the man's wife to get her reaction directly. She asks the narrator if seeing this guy's squashed body has bothered him, and the narrator answers, "Heck, no, Nancy... I've seen lots worse than that in the war" (1.5.14). This kind of purposeless emotional cruelty is precisely what the novel seeks to avoid by humanizing all of its characters.