Mrs. Bollywood is the deceased wife of Harry Bollywood, as well as Sally's mother.
Not much is known about her, aside from the fact she was a traditional dancer and met Harry when he was already a detective, as well as her dying of unmentioned reasons when Sally was still a baby. Sally doesn't seem to be affected by her absence, if her optimistic attitude and her being raised by her dad and Mrs. Apu are any indication.
From what little can be inferred from Harry's dialogue in "Serial Thief", her relationship with her husband seemed healthy and loving while she was still alive, given he speaks of her fondly while remembering how they met, and fell in love.