Lucy Saxon was the wife of Harold Saxon.
Biography
With Harold Saxon
Lucy appeared beside him in the press and in photos. Following the Master's appointment as Prime Minister, Lucy was interviewed by Vivien Rook. Vivien Rook walked into 10 Downing Street and after pushing past Tish Jones, claimed that she was there for an interview with Lucy. When Tish was gone, Vivien tried to convince Lucy that 'Harold Saxon' was a false identity, and that whoever he was, he was putting Lucy as well as everyone else in danger. When the Master appeared through a back door, Vivien tried to cover up what she had stated about him, but she was killed by a Toclafane before she could leave. (TV:The Sound of Drums)
On the day of the Toclafane invasion, Lucy seemed well aware of the Master's true intent. His original claim was that the human race was going to have its first contact with alien life, and when the Toclafane appeared and killed American President Winters, Lucy showed no signs of fear or alarm, and remained calm throughout the entire duration of the events. She joined the Master on the bridge when the sky above the Valiant ripped open and the Doctor was aged. She seemed to enjoy the sight of the Toclafane flying down and killing one tenth of the human race. (TV: The Sound of Drums)
The Year That Never Was
Not much is known what happened to Lucy during The Year That Never Was, apart from the fact that she grew tired of the Master and that he had been physically abusing her. When the Master captured Martha Jones, the countdown timer was counting down to the rise of 'New Gallifrey' and the Toclafane invasion of the galaxy. Unknown to anyone, the Doctor had 'merged' with the countdown so that he'd be restored to his normal self so he could beat the Master. When the countdown reached zero and the world started to chant 'Doctor', Lucy joined in as well. When the Master tried to escape, realising his plan had failed, Francine Jones tried to shoot him, but the Doctor and Jack Harkness stopped her. Unseen by anyone else, Lucy herself took the gun and shot the Master dead. (TV: Last of the Time Lords) Soon after Lucy was arrested, her trial was held in secret without a jury, and she was sent to Broadfell Prison. (TV: The End of Time)
Imprisonment and revenge
On Christmas Eve night, 2009, Lucy was released from her cell by her prison's new Governor, and brought to the basement, where a group of the Master's loyal servants were implementing a ritual to restore him to life. One element of the ritual was the Master's bio-metric imprint, which was on Lucy's lips, left over from the times he had kissed her. To Lucy's horror, the ritual succeeded, and the partially-restored Master began draining his servants of their lifeforce. Before the Master's body was completely restored, Lucy revealed to her former husband that she had long been aware of the ritual, and had had her father's scientists develop an opposite to one of the life-restoring potions used in its creation. Lucy threw the potion at the Master, creating an explosion that destroyed the prison - and herself. (TV: The End of Time)
Personality
At first, Lucy Saxon was a faithful wife to The Master and seemed to initially share an affectionate relationship with him, nicknaming him "Harry". When the Master took over the Earth, Lucy stood by him loyally, seeming neither shocked nor frightened by her husband's appalling actions. Lucy usually kept her feelings to herself and showed little emotion when the Master ordered the Toclafane to murder one tenth of the human race. Nevertheless, she did apologise to Vivien Rook just before Rook was murdered by the Toclafane.
During "the year that never was", however, Lucy began to see the Master for what he really was: a sadistic, vain and power-hungry maniac. Her relationship with the evil Time Lord deteriorated and the Master even got physically abusive causing Lucy to lose her feelings for him. By the end of the year, Lucy had finally had enough of her insane husband and shot him.
Lucy also stated that when the Master took her to the end of the universe she became aware of the futility of life, believing it meaningless. She also had a noticeably haunted look by the time of the Master's defeat and was much more miserable. (TV: Last of the Time Lords)
Lucy was noted for being from a family that was not especially bright but harmless. Just before sabotaging her former husband's resurrection, Lucy admitted that she was not especially bright but also added that her family had contacts. Unlike the rest of her family, however, Lucy certainly was not harmless, shooting the Master after he was defeated and sabotaging his resurrection when he returned to life. (TV: The End of Time)