Lili lived in New Orleans, and enjoyed nothing more than making other people suffer. She used her Congressman father's wealth to buy drugs and guns, and became a prostitute in the hopes that she would one day be able to drive him to a heart attack. She was convinced that the world was a horrible place, but that she could at least be the most horrible.
When she discovered the vampire Eccarius and his group of vampire wannabes Les Enfents du Sang, she eagerly joined. She looked forward to the chance to be a true creature of the night, a half-human thing that could prey on the blood of lesser people.
She never got her chance. Eccarius was killed by another vampire named Cassidy, and most of Les Enfents drifted away. Lili held the remnants together, however, knowing that their chance would come around again.
With Cassidy's return to New Orleans, she believed she'd found her chance. She wanted Cassidy to make her into a creature of the night. And she had a plan.
Unfortunately, most of her planning went horribly wrong. She tried to kidnap Tulip, whom she believed to be Cassidy's woman. Tulip shot up most of Lili's group and escaped. Lili and her followers tracked Tulip, Cassidy and Jesse Custer to a cemetary, where they brought guns and swords and made a play once again for Cass. They succeeded in cutting off Cassidy's head, but once again Tulip was more than a match for Lili and her group.
After a life of high, dark drama, Lili ended her life in an appropriate way - she impaled herself on a bloody sword.