I assume you mean the Jane Bradley who was the wife of James Bradley (Bradly). According to what I found Jane was in Philadelphia from 1880 to 1850. The last shows she had a daughter Sarah Jane born ca 1849. Although the 1900 census shows she immigrated in 1850 it seems more likely she arrived at least a little earlier (take a look at 1844).
Her Philadelphia burial record at beta.familysearch.org shows she was buried in Old Cathedral Cemetery in Philadelphia.
You could try to get her obituary which probably appeared in Philadelphia and Atlantic City newspapers. They may or may not tell you much except possibly about surviving siblings and exactly where she was born. The cemetery office may have some helpful data in their records as might the church she was a member of. Assuming she was Catholic check with the Philadelphia Archdiocese archives to see if they can help you: Philadelphia Archdiocesan Historical Research Center: http://www.pahrc.net/http://www.pahrc.net/
The Historical Society of Pennsylvania has a large selection of records on Philadelphia.