In one of the later missions in Assassin's Creed 1, you are told to assassinate a dude.
This takes place during the Robert de Sable assassination mission, during the funeral (thanks utkuerd!). When you reach your target, you discover that it's not actually your target, but a decoy. After interrogating her, you let her go, and she runs off. I was playing a particularly violent, "No one sees my face and lives" sort of Altair, and the first thing I did was chase after her to try to catch and kill her. Luckily for her, she lost me about halfway through the city when I bumped into a soldier and went into combat mode. I never found her again.
Where does the decoy run, and can the decoy be killed?