Lucy was one of gangster Mickey Malone's dogs. She never makes an in-game appearance, although one of the four "ghost dogs" in Ghost Dogs of Moon Lake was supposed to represent her ghost.
Lucy was born on April 4, 1922. Her owner, Mickey Malone, took care of Lucy until he was arrested on January 29, 1932. Following Malone's instructions, his friend Willy had Lucy's gravestone inscribed saying that she died the day Malone was arrested. However, according to Willy's journal, Lucy lived on, being cared for by Willy after Malone was arrested. The circumstances of her death are unknown.
When she was alive, Lucy liked to swim out to the wreckage of the Folly and stand on it, presumably for the fun of it.