Anna Miller was the daughter of Joe Miller. She vanished into the room after being kidnapped by the Weasel. Joe Miller spent the majority of the TV series trying to return her to the real world. She is one of the few people (if not the only person) to be transported to the alternate dimension in Room 9 and return alive.
Joe was willing to sacrifice all to get Anna back, showing a strond bond between father and daughter despite the custody battle between Joe and his unseen ex-wife.
She was very bright for her age, figuring out how the room worked in a few hours.
Joe finally retrieves his daughter from the hotel room by becoming the occupant object and having the door close on him like it did Anna. Then when the room was closed, he grabbed Anna while a person on the outside opened the room again for him to escape through.