Lovely Heather Langenkamp played Nancy in two of the Nightmare on Elm Street films, and then a fictionalized version of herself in Wes Craven's New Nightmare.
A Nightmare on Elm Street (1984)
Nancy Thompson was the daughter of Donald & Marge Thompson, both of whom had been chiefly responsible for burning Freddy Krueger alive. She lived a fairly ordinary life until her friend Tina was murdered by Freddy Krueger. She was originally intended to be Krueger's next victim, but after putting up a tenacious fight while daydreaming in school, Krueger singled her out, choosing to pick off her remaining friends before getting to her. Nancy's parents refused to believe her, and sent her to a psychiatrist and then bolted her windows, which resulted in her being unable to save her boyfriend Glen. However, she discovered it was possible to drag things from dreams into reality, and planned to bring Krueger into the real world and kill him, and began setting up a complex series of traps. Her plan succeeded, but not before Krueger dragged Marge back to Hell with him.
Blaming Nancy for his wife's death, Donald had Nancy sent to an institution, and became a bitter alcoholic. Nancy then gained a reputation among Springwood's children as the "girl who went crazy after her boyfriend was killed".
A Nightmare On Elm Street 3: Dream Warriors (1987)
Nancy recovered and got a doctorate in psychology, and even began using a dream suppressant called Hypnocil to avoid Krueger, while also training to fight him using lucid dreaming. She then got a job as an intern at Westin Hills mental health clinic, where she formed the "Dream Warriors" out of several young patients who were being stalked by Freddy, with the help of psychiatrist Neil Gordon. Tragically, Freddy used his shape shifting powers to take the form of Donald Thompson, and Nancy, desperate for her estranged father's love, fell for the ruse and was killed. Kristen Parker, a patient who had come to view Nancy as the mother she always wanted, used her dream powers to place Nancy's soul into a "beautiful dream" so that Krueger could never claim it.
Despite only these two meetings, Freddy still considers Nancy to be his greatest enemy, frequently flashing back to her whenever thinking of the defeats he's been handed. His hatred for Nancy is so great that it crosses space in time and defines him as a 'character'.
Wes Craven's New Nightmare (1994)
In another dimension where Freddy Krueger is a fictional character, a fear demon who had taken on Freddy's form, powers and personality singled out actress Heather Langenkamp to be his personal target because she had portrayed Nancy. Langenkamp, transformed in mind and body into her character, proved just as resourceful and rescued her son from the demon's clutches.
The 1988-1989 TV series Freddy's Nightmares was an anthology where Krueger would mostly act as a host, but several episodes featured him, notably the pilot, which retold his origin. Here, Krueger is killed by a policeman named Stratton whose twin daughters were molested by Krueger. They return later in an episode called Sister's Keeper to battle Freddy. They are the closest thing this show has to a Nancy-type figure.
The 2010 remake also features a girl named Nancy Holbrook (Rooney Mara) as the protagonist. She was a former victim of Krueger's who was his "favorite" when he was alive. She is depicted as being very shy and paints as a hobby.
In Innovation's series Nightmares on Elm Street, Nancy is revealed to still be alive, in spirit form in the dream world, because of Kristen's wish. She has powers similar to Freddy's, but uses them for good, becoming the self-proclaimed "Good Dream Fairy" to his Boogeyman. She and Neil Gordon are re-united at the end after he gives up his mortal body for the spirit world. She also reconciles with her father.
In Wildstorm's Freddy Vs Jason Vs Ash: The Nightmare Warriors, Nancy makes only a brief appearance to assist Neil Gordon.