Annie Delaney is Sean Delaney's widow.
Annie worked at a restaurant as a hostess and was married to Sean Delaney, one of George Massey's men. George eventually had Sean murdered by his enforcer Riley Cavanaugh after Sean stole from him and ordered Riley to keep an eye on her. In the process, Riley fell in love with Annie who loved him back and the two planned to make a life together out west. However, Annie continued to press George about Sean's murder and he ordered Riley and his son Eddie to kill her. After George secretly orders Eddie to kill Riley too due to his relationship with Annie, Riley kills him in self-defense and the couple go on the run with bounty hunters and George's men after them.
With the help of Elias, Reese and Finch are able to get the bounty on Annie and Riley called off, but Ochoa still goes after them and kidnaps Annie. Annie is brought before George who admits to her that he did have her husband murdered and implies that Riley was the killer. Before he can tell her for sure, Riley and Reese break into the nightclub and rescue Annie, killing George and his gang in the process. However, Riley is killed by Ochoa after taking out George.
Following Annie's rescue, Reese dropped her off at the train station as per Riley's wishes and gave her the single ticket for New Mexico that Riley had on him. Annie realizes that Riley was never coming with her which Reese tells her is because Riley always knew that she'd never be safe with him. She admitted that she was fooling herself into thinking that she could change Riley, but Reese assured her that Riley told him that she was the best thing that ever happened to him.