Peggy Banzai, nee Simpson, was a wife of Buckaroo Banzai.
Buckaroo asked Peggy to marry him in Oxford, where they were staying in Merton College. He was singing a song that Peggy asked him to (he was singing it again in the Jet Car). When some his mates heard him, they came to him and asked who Peggy was. He replied that she was his fiancée. She was surprised that he had called her that and he proposed then.
Circumstances of Peggy's death are recorded in the adventure Extradition from Hell. Buckaroo and Peggy were married in the Church of St. John the Divine in New York City. After the wedding she entered the changing room to undress. She bent to smell yellow roses and a small cylinder stacked between them fell to vase, filled with sulphuric acid, destroying the cylinder and releasing poisonous cyanide gas.
She was burried in the Banzai family plot in Texas.
Several seances occured after Peggy's death. The medium was a well-known psychic, Georgiana Albricht of the Duke University Department of Parapsychology. The most important one on 5 November 1981 at Banzai Institute.
The attendees of the seance were Georgiana Albricht (the psychic), Buckaroo Banzai, Pecos, Reno and Captain Happen. They contact a spirit who says she is Peggy. Peggy's parfume can be smelled in the room and then a pale figure in Peggy's dress appears. Captain Happen gets very nervous, screams “No! It’s not Peggy! Peggy’s alive! They’ve foxed me! I can’t breathe.” and jumps out of the window where he dies from the fall.
After lights are turned on, it can be seen that person in Peggy's dress is Mrs. Johnson in a wig.
Autopsy on Captain Happen reveals that he had a radio receiver implanted in his brain and was remotely controlled by Xan, in the same maner as Xan's death dwarves.
Soon after Captain Happen's last words, Peggy's casket was opened and was found to be empty.
After that, Buckaroo went to Sabah, city of caves, where Hanoi Xan's stronghold is located, since there was a rumor, that Peggy “was not dead but alive in Sabah, having been injected with the nerve poison Talava which destroys mind and soul but actually improves one’s health. B. Banzai failed to find any trace of her and barely escaped Xan’s Nautiloids at sea.” More info about this visit can be found in the adventure Extradition from Hell.
During concert where he first met Penny Buckaroo performed Peggy's favorite song for the first time after her death. It is probably the same song he had sung before proposing. In that case it would be Since I Don't Have You.
Peggy drove Vauxhall Wyvern.