The "Headless Rider" of Durarara!!, who is in truth a horse-riding Dullahan from Ireland, who came to Japan to retrieve her head.
Background
Celty is a Dullahan, an Irish headless fairy that carries its head at its side, they ride a headless horse, and fling blood upon any people who appear in their path or gaze upon them. However, Celty is unfamiliar with her past: one day she woke up in graveyard in Ireland with her horse but missing her head--and most of its memories. She felt the presence of her head and decided to pursue the thief. Her search lead her to a ship heading for Japan. She turned her horse into a motorcycle and stowed away aboard the ship. Meanwhile a little boy name Shinra Kishitani discovered her and told his father about her. Wishing to learn more about her Shinras dad offered her a place to stay in exchange he can dissect her to which she agreed. As the years went by she stayed with Shinra and took on the job as a deliverer, at least until she finds her head (and, with it, her identity and purpose). Celty lives with Shinra Kishitani and works as an underground courier. She wears a helmet when she goes out and communicates via a PDA. She enjoys online chatting, television and DVDs. She is one of the minority who knows the creator of the Dollars. She seems to have feelings for Shinra, but she herself is unsure if it is really love, oddly enough she has the habit of punching Shinra in the stomach when he talks about his love towards her. She tends to get mad when Shinra says she does not need her head. She is afraid of extraterrestrials and traffic officers as she thinks of both as monsters. She is a member of Dollars.
Romanization
The official Crunchyroll subtitles for Durarara!! episode 4 shows her name as "Celty Sturlson" (Celty may come from the term "Celtic," since we're talking about Ireland here)-- however, her screen name shown on her laptop is "Selty Sturlson," so the official romanization is still somewhat up in the air.