Annie's sister is mentioned in the episode Flotsam and Jetsam. She is married to Robin, who works in the post office. They've been trying for ages to get a baby. Annie blames her husband. Their current status is unknown.
Annie and her sister had a good relationship. Annie mentions towards Gilbert that she has missed her sister when she was moving from Brighton to Bristol. They kept contact through e-mails. (Ghost Town - Extended Scenes)