Catherine Shelby was the wife of Leonard Shelby. They lived together while Leonard worked as an insurance investigator. Catherine often liked to read the book Claudius the God and his Wife Messalina many times - something which Leonard never understood, believing the pleasure of a book was in not knowing what comes next.
At some point during their marriage, intruders broke into the Shelbys' home, raped and attempted to smother Catherine with a shower curtain in the bathroom. Leonard burst in with a gun, shooting one of the intruders, but was attacked from behind and suffered a serious head injury. It left him with permanent brain damage and short term memory loss, making him unable to remember anything for more than a few minutes at a time.
It is unknown whether Catherine survived the attack or not - Teddy claimed that she did, only to grow weary of Leonard's condition and commit suicide by having him give her an overdose of insulin. Leonard however believed she died in the attack, and it was Mrs Jankis who committed suicide in that fashion. Regardless, her death caused Leonard to embark upon a journey to find the man who broke into their home and bring him to justice.