Nancy is, in fact, a widow twice-over.

Back in season 2, Nancy discovers her boyfriend, Peter Scottson (Martin Donovan), is in fact a DEA agent. In it for the long haul, they got married so that he couldn't theoretically testify against her. Peter duly protected her and her ventures, until he (wrongly) suspects that she's canoodling with Conrad. Completely losing his mind, Peter blackmails them for drug money, only to be whacked by Armenian gangsters before he could collect.