Nancy Cranleigh was Justin Cranleigh's twin sister.
When Cranleigh entered interstitial time as part of Jeremy Winterdawn's experiments, Gabriel and Tanith attacked his mind and used it as a blueprint, creating a revised mind from it. They then used the stuff of chaos of interstitial space to construct a body for the mind, which became Harry Truman.
Justin went insane as a result, and some of his memories were blurred and covered by a mental block Gabriel and Tanith installed to be "an accident" to explain the loss. Because of this, Truman shared many of Cranleigh's memories, including believing he had a twin sister who died three days after being born, and had been engaged to a girl named Laura who had died unexpectedly before they could be married. (PROSE: Falls the Shadow)