Fanny Lambert is an adored character in Harlots who is played by Bronwyn James.
Fanny is a much loved member of Margaret’s house, a pretty and guileless girl who – though she doubts herself – is always popular with the punters. Fanny is a child of the streets, she’s spent time in workhouses, and been in far worse places than Margaret’s, so she is grateful to be where she is. And Fanny is good at her job, which, though she doesn’t know it, makes her an asset to the house.
Fanny is very good at her job and it's unsurprising that she has a few clients who regularly require her "services", including the watchman Mr. Armitage. Her review in Harris' List affectionately (but backhandedly) describes her as: "The very thing in winter for those who love a fat, jolly girl. A fine, bouncing crummy wench, and not amiss in summer, barring perspiration."
Unfortunately for Fanny, she falls pregnant soon into the first season, which terrifies her because she knows that Mrs. Wells will never have a baby in the house, and is worried about being thrown out. Her weight allows her to hide the pregnancy, but she waits too long to see a midwife about possibly having an abortion to do anything about her condition besides give birth. The midwife tells her the baby is almost full term, and Fanny looks frightful at the thought of having a baby. Her favorite customer, Mr. Armitage, notices that Fanny is upset but she is hesitant to tell him. When she finally does, he bleakly tells Fanny that, although some men visit prostitutes to forget their wives, he visits them to remember what his wife used to be like, before having children and suffering due to their early deaths.
Fanny might have been able to conceal her condition right up until giving birth had it not been for Marie-Louise D'Aubigne, an "exotic" French prostitute that formerly worked for Mrs. Lydia Quigley. She notices right away that Fanny is pregnant.
After Fanny gives birth; however, she has a change of heart and adores her new child, a daughter she names Mercy.