Very little is known about Caprice's past or even the origin of her telepathy. She was one of the people responsible for targeting superhuman villains for assassination on behalf of the Scourge of the Underworld.
Caprice was created by Mark Gruenwald and M.C. Wyman and first appeared in U.S.Agent #2.
Caprice has only had two notable appearances to date, and is unlikely to appear again. Originally, Caprice was just a woman with exceptional combat skills who was also a master of disguise (nay, she wore funny wigs) and skilled at psychologically torturing people. However, when she was brought back ten years later in Warren Ellis' run on Thunderbolts, she was shown to exhibit telepathic powers without explanation (although perhaps it explains her aptitude and skill at torturing people).
Major Story Arcs
Scourge of the Underworld
The Avenger known as U.S.Agent had been tracking and investigating the Scourge program for months but wasn't making much headway since all his leads wound up dead before any progress could be made. When a woman that the Agent had saved from the Scourge a few months earlier came to him with information about the program, both she and the Agent found themselves targets of a member of the Scourge group called Decker. Having escaped and captured their would-be assasssin, U.S. Agent opted to go under cover pretending to be Decker assuming that his handler may not have seen his real face underneath the Scourge mask.
U.S.Agent's brilliant plan backfires quickly when he meets the handler - Caprice - who instantly deduces he is not Decker, shoots him with a tranquillizer and takes him to a hideout where she tortures him in a steambath. After using her telepathic gift to make the Agent to relive several of the worst moments in his life, Caprice and her partner Bloodstain discovered his true identity and his status as an Avenger. Realising they couldn't kill the Agent without inciting investigation from the Avengers, the two decided to manipulate the Agent into joining them and becoming an assassin for them. As Caprice telepathically manipulated the Agent allowing Bloodstain to appear to him as his long-thought dead brother wishing to enlist him in their cause.
After being freed from captivity, the Agent returned to where he had hidden both Decker and his informant only to discover the whole thing was a trick to learn of their location. After an ambush and killing Decker, Bloodstain accidentally shot Caprice when she got in the way of his shot intended for Agent's informant. After Bloodstrain fled, U.S.Agent co-erced information from the wounded Caprice in an effort to help him expose whoever is behind the Scourge program. Caprice was taken to hospital and received medical care for her wound while U.S.Agent confronted the benefactor of the Scourge program, the World War II hero Angel, and had a final fight with Bloodstain which ended in the villain's death.
After the Superhuman Civil War, Caprice was wanted for being in violation of the Superhuman Registration Act and was pursued by the Thunderbolts. When confronted by the team, she quickly surrendered to the team and was taken to Thunderbolts Mountain where she was imprisoned. Elsewhere, a supervillain known as Mindwave also surrendered to the Thunderbolts without any resistance. Songbird believed this was because they feared Venom who had recently been seen biting off Steel Spider's arm when he refused to surrender to the team.
However, both of these surrenders were a ploy to be reunited with fellow prisoners Mirage and Bluestreak, who had a plan to destroy the Thunderbolts from within. All four of the prisoners possessed telepathic abilities, and began manipulating Moonstone, Swordsman, Venom and the team's director, Norman Osborn. All hell broke out after the quartet manipulated Norman Osborn into becoming the Green Goblin again, Swordsman into leading an insurrection against his fellow Thunderbolts, Venom into eating every living person he came into contact with, and Moonstone into attacking Doc Samson and Penance. Amidst the chaos of their own making, none of the four had taken into account Bullseye, who was undergoing surgery at the time after being half beaten to death by American Eagle. Following the successful operation and with security otherwise detained by the ensuing chaos, Bullseye was able to simply walk away into the Thunderbolt Mountain holding cells and murder all four of the telepaths. He had little regard for the havoc they had caused, but wanted some target practice. Caprice was killed by Bullseye when he threw a scalpel directly into her forehead.