This unnamed woman acted as the vessel for the demon Greed.
After the Seven Deadly Sins escaped Hell through the Devil's Gate, she was possessed by Greed, presumably because she embodied the sin of greed in some form.
During the Seven Deadly Sins fight with the hunters, the demon Ruby arrived to help. After killing Gluttony, she killed Greed and her vessel with the demon-killing knife through her throat.
The next morning, the Winchesters salted and burned the corpses of Gluttony, Greed and Pride's vessels.