Jessie Montana is the character from the game, Die Hard: Vendetta. 

She is the actress from the studio of the Hollywood on Los Angeles, and she's a starlet caught in the middle of a terrorist attack, apparently having been inside her trailer the whole time. In typical celebirty fashion she'll constantly nag at John for trying to save her.

And at Homes Observatory, in the celebration of the Galaxy Thief 3, she's was once again a starlet caught in the middle of a terrorist attack on the inside.