Jennifer Shepard was an NCIS Agent. Between September 2005 and May 2008, she was the agency's director.
Her father, Colonel Jasper Shepard, worked for the Pentagon. He was murdered on April 5th 1995. His death was initially filed as a suicide, but Jenny refused to accept that, and spent many years of her life trying to catch his killer.
During her first years with the NCIS, Jenny was romantically involved with Leroy Jethro Gibbs, but their relationship didn't last. They reconnected as friends when Jenny became the Director of NCIS.
In 2008, Jenny was killed in a shootout in an abandoned diner in the Mojave Desert.