Anna Mercury is an agent with British Intelligence.
Sort of. Actually the organization for which she works is "the UK branch of the Constellation Project" but since that requires a whole lot of explanation, some of which I actually understand, it is easier to lump the group as part of the Intelligence community (actually the Ministry of Defense). Certainly they operate in much the same way, gathering intel, analyzing data, coming up with possible avenues of action, and then implementing directed policy. It is just the places in which this is all taking place just might be imaginary. Huh?
As the current director explains to a new Prime Minister in for his initial briefing, "Nine half-constructed worlds hanging in invisible orbit around Earth. All of which have human beings living on them. None of whom are aware of the other worlds or the existence of Earth. This constitutes the greatest mystery, and the greatest secret, of our time." It is easy to understand the some PM's have trouble grasping things.
"This constellation, as we call it, was discovered in 1943 by the Yanks." Each of the G-8 nations are aware of these other worlds and have stations in place to send people from our world over to them and sometimes even bring them back without exploding - yeah, that is a problem.
The very best operative that the UK has in making it onto these other worlds and getting back with dying or going totally bonkers is Anna Louise Britton, an athletic woman likely in her late 20s with shaggy red hair cut short above the neck. She is shown to have an all-too-normal life complete with routine subway rides to work but once there and needed to transition to one of these worlds, she dons very impressive high-tech skin-tight form-fitting clothing and a wig of very long, very wild, ultra-attention getting bright-red hair. Many people seeing her use these gadgets on the other worlds accomplishing super-hero-ish stunts (think Daredevil or Lara Croft) are able to convince themselves she is not real.
As she goes about her missions, making use of cells of informants and assistants, she uses the codename of Anna Mercury.