Harley Quinn is the secondary antagonist of The LEGO Batman Movie.
She is voiced by Jenny Slate, who also voiced Dawn Bellwether in Zootopia and also played Zoe in Alvin and the Chipmunks: Chipwrecked.
The LEGO Batman Movie
Harley is Joker's right-hand woman and chief ally, as well as his girlfriend. She is a part of his team, called The Rogues and helps him out on his missions various times.
At the Gala attack, Joker instructs Harley to dress up in her former doctor clothes and infiltrate Arkham Asylum and give Batman the idea to transport Joker to the Phantom Zone. After Batman does so, Harley steals the gun back and brings Joker back down, along with various other iconic villains. She is the only Rogue who Joker decides to keep around after his takeover. She assists him at various points in his takeover, along with the other villains, and fusses at Batman for not "hating" Joker.
In the end, after Joker has blown up Gotham, Harley is still by his side but seems slightly worried for Batman, his team, and the Rogues, who are attempting to make a bridge. After Joker decides to help Batman, Harley gladly joins and together they all save the day.
Margot Robbie's portrayal, as well as the Animated Series, is presumably canon to this one, as Alfred mentions events from the DC Extended Universe, as well as a slideshow showing the Animated Series.
Harley Quinn - The version of the character which is canon to this one.