I've seen all the Star Wars movies, but failed to notice Asajj Ventress. I've noticed almost all main characters of the TV show in movies except her. Are there any books mentioning her? What's her origin?
They had a recent story arc in Season 3 of Star Wars: The Clone Wars that answered this. She's descended from the Witches of Dathomir, and was a padawan to a Jedi who was killed. Then she gave in to the dark side, and Dooku took her under his wing.
You can find details at the Wookieepedia page on Asajj Ventress:
Asajj Ventress was a Dathomirian female who, at various points throughout her life, was a slave, a Jedi Padawan, a Sith apprentice, a Nightsister, and a bounty hunter. In the final decades of the Galactic Republic's reign, Ventress was born into a clan of Force-sensitive Nightsister witches led by Mother Talzin on the planet Dathomir. Early in her life, her coven was forced to surrender Ventress to the criminal Hal'Sted, who spirited Ventress away from her sisters to the war-torn world of Rattatak where she was raised as a slave in his service. She was orphaned when her master was killed by Weequay pirates, but was later discovered by the Jedi Knight Ky Narec, who was stranded on Rattatak and waging a battle against the pirate marauders. Narec raised Ventress and taught her to use the Force in the ways of the Jedi Order, and together they protected the people of Rattatak and fought back against the predatory attacks of pirates and warlords. After a decade of helping the local population, Ventress was orphaned once more when Narec was killed by pirates seeking to end the Jedi's crusade on their world. Enraged by the loss and bereft of guidance, Ventress embraced the dark side of the Force, deposing the local warlords and ruling in their stead. She was eventually discovered by the Sith Lord Count Dooku and fell under his guidance and tutelage as an apprentice and aspiring Dark Lord.
She is a padawan of a jedi that was hiding on the planet of Dathomir but when Dooku killed her he took Ventress and dragged her to the dark side.
Prior to "The Clone Wars", she appears in Volume 1 (mainly season 2) of "Clone Wars". She and Anakin briefly fight. Anakin wins, but she doesn't die.