Threnody is a fictional character created by Marvel Comics for the X-Men series. She was originally featured as a sort of "hound" for Mister Sinister, but this depth was fully explored in the series X-Man which came much later.
When next she appears, Threnody is the prisoner/aide of Sinister. He helped to inhibit her powers and somehow restore her sanity by placing small neuro-chips around her face, and she therefore owes him a debt of gratitude. He commissions Threnody to find out information of the newly arrived refugee from the Age of Apocalypse, Nate Grey. Unbeknownst to Sinister, Threnody had already been collecting data on him and hadn't reported his appearance in the Main Marvel Universe because she thought that a mutant as powerful as he could possibly help to free her.
Foolishly, Threnody tries to escape on her own to seek out Nate, and Sinister sends his Marauders after her in the sewers of Paris. Coincidentally also in Paris, Nate happens to hear the telepathic screams and goes to her rescue. Nate mercilessly slaughters all of the Marauders except Riptide, whom he places a false mental image of Threnody dying in his head to deter Sinister from pursuing her further. Having nowhere to go, Threnody decides to go with Nate to Switzerland. There he meets up with his counterpart Cable and also the ancient mutant Exodus. Exodus at one point tries to feed off the life essence of Threnody, whose death-essence feeding would complement his powers. However, Nate intervenes and defeats the villain, but burns himself out because of the over-extension of his powers. While he is unconscious, Nate has a dream of his former mentor Forge who warns him of others trying to use him for their own agendas. When he awakes he finds Threnody and they kiss, but he is unsure if she is still a pawn of Sinister or not. He tries to remove one of her neuro-chips, but this causes an explosion which destroys the lodge they were recouperating at and almost hurts the others there. After this incident, Threnody decides to take Nate to Greece to relax.
Unbeknownst to the couple, Nate's enemy from the Age of Apocalypse, Holocaust has been commissioned by the newly created villain Onslaught to hunt him down. The murderer finds the couple relaxing on a beach and begins to attack, injuring several innocents in the process. Threnody, sensing the pain, goes to see what can be done and finds a man mostly crushed under a boulder. He is very close to death, but still holds on, however his death energy is intoxicating to Threnody and she uses her powers to push him over into death. This catches the attention of Holocaust, who captures the girl to use her as a bargaining chip: in exchange for Threnody's life Nate must willingly serve Onslaught. Threnody begs him not to accept, but he does...seemingly. In reality, Nate telepathically tried to prod Threnody into attacking Holocaust, but she doesn't respond to his pleas. Catching wind of the scheme, Holocaust steps up his threat on Threnody's life, forcing Nate to enter Threnody's head and activate her mutant powers--super charged by the death of the man. It seems to work, blasting Holocaust into the ocean. As the couple goes about trying to get the innocents to safety, Holocaust re-emerges from the water, once more grabbing Threnody and this time giving her the option: surrender Nate to him or she will die and he will be broken. Nate sees this and flies to her rescue, throwing his body in front of Holocaust's blast meant for Threnody. The enemies decide to square off and Nate gets the upper hand by cracking Holocaust's armor, who promptly leaves, swearing revenge. Threnody worries about Nate over-extending himself again and suggests that they go back to Muir Island, however Nate is very distrusting of anyone affiliated with Professor X, so Threnody suggests going to the Avengers, which they do.
After some sort of disagreement Nate leaves Threnody behind and finds himself with X-Force. The Marauders show up to capture Threnody, but she is able to defeat them. Only when Sinster makes a personal appearance is she defeated and recaptured by the maniacal scientist. Sinster then goes to capture Nate for his purposes, easily defeating him. He reveals to the stunned teen that he had used Threnody to get close to him and then used the neuro-chips he had placed on her as a means to map Nate's brain. Nate proves him wrong and counteracts his affects, but is then ambushed in a trap laid by Onslaught. Below New York City in the sewers, Threnody is held in chains by the Marauders and drained powerless. She kills a rat that scampers by to give her enough power to break her chains. Scalphunter and Arclight come chasing after her but are beaten back by the Abomination who has a brief history with Threnody. He takes her back to his lair, where Nate finds her and attempts to rescue her. After a brief battle with Abomination, Nate tells Threnody that he is tired of running and wants to find a place to settle down.
The couple tours some of the sights of New York and Nate offers to try and remove Sinister's "psi-bafflers" from Threnody. However, she refuses his offer.
However, a Jane Doe that can be assumed to be Threnody got up and walked out of the morgue. Threnody was then seen in a subterranean tunnel on a throne surrounded by dead bodies. She was also pregnant. People believe that the father is Nate. However, in issue 61's X-POST FACTO (the letters section) a fan asked "Is it Nate's? Please say it is." To this, the editor replied "It doesn't look as if Nate is the father of Threnody's baby, but the mystery of who exactly is the father of the baby is still raging. Nate probably isn't quite ready for fatherhood." So Nate is most likely not the father. She soon afterwards ran into Nate again, appearing to be pursued by zombies, but in reality controlling them. Nate fought off the zombies, after the fight Thren left Nate, appearing later with a baby. Her current whereabouts are unknown.
Threnody has been confirmed still powered after M-Day according to Civil War: Battle Damage Report.