Anne-Marie was an actress that the Fifth Doctor encountered on a theatre set in a time bubble. (AUDIO: Interlude)
The Doctor would eventually discover that Anne-Marie, along with many other people throughout history who looked like her, were caused by a group of Time War Daleks who — while on a mission to prevent the rise of Time Lord society on Gallifrey — created a time distortion which created alternate versions of themselves as four un-mutated Kaled people. This time distortion also caused there to be multiple copies of these four Kaleds at various points throughout time and space. (AUDIO: Effect and Cause)