The former TV producer - niece of assassinated President John F. Kennedy - passed away on Friday (16Sep11) aged 51, at an exercise centre in Washington, D.C.
She had been for a swim at the Tenley Sport & Health Club and was found collapsed and unresponsive in a steam room by another club member. Police reportedly pronounced her dead at the scene.
Allen's brother, Patrick Kennedy, tells the New York Post, "She's with dad now. Her heart gave out."
Allen worked as a producer at a TV station in Boston, Massachusetts before moving into charity work, sitting on the National Advisory Board of the National Organization on foetal alcohol syndrome, and acting as a trustee of the John F. Kennedy Library Foundation. She also worked for VSA arts, which promotes opportunities for the disabled.
In 2002, Allen was diagnosed with lung cancer but underwent successful surgery to stem the disease.
She married sailor Michael Allen in 2002 but they later divorced. They have two children - Grace, who turns 17 on Monday (19Sep11), and 14-year-old Max.