Danny was a man in a relationship with Ana Lucia Cortez, as mentioned in a conversation in "Collision". Mike Walton said to Ana Lucia, "Heard about you and Danny. Want me to kick his ass for you?" She replied, "It's better this way."
It is not made clear whether Danny was Ana Lucia's ex-boyfriend or ex-husband. He was most likely the father of her unborn child.
Another unseen character named Danny is mentioned in "The Package".