This wiki article has all the details about Selina Kyle from the Nolanverse movies.
If you are a fan of the common, uneducated, victim whore that Frank Miller turned Catwoman into and DC Comics writers have continued with, I should warn you that's not the head-canon for my Selina Kyle. Never has been, never will be.
Signs and Portents series:
Selina wasn't born on the streets of Gotham City, but was a lot closer to them than Bruce Wayne. She lost her parents at a young age, and turned to stealing--which she had a knack for--to support herself and help others. She is on good terms with those who taught her. She tells Alfred in Forgiveness is For the Living that her sensei sends her Christmas cards.
Part of the Night series:
This series starts off with the first sixty-five minutes of the Dark Knight Rises proceeded as filmed, but Selina told Bruce that she wouldn't lead Batman to his death. That leads to several drastic changes and includes Selina's back story.
She has a younger sister named Magdalene Kyle, called Maggie for short, born when Selina was seven. Their middle-class parents died when Selina was twelve and Maggie five, and since they made no provision for their girls, the state put them in Willowwood Home for Children. Selina's first breaking and entering job was giving the evidence of the abuse their to a crusader in Children Services. Willowwood was closed down and Selina left Maggie behind to start her criminal career. After eight years, Selina felt stable enough to find out what happened to her sister. She found her caught up in a pedophile ring and hooked on drugs so she wouldn't question the pornography being produced. Selina used the money she had saved to break apart the ring and get its victims help. Maggie spent over a year in rehab and therapy, and changed her name to Jen Robinson when she finished. When Selina heard about the CleanSlate program, it sounded perfect to destroy what had been done to her sister and went to work for Daggett to get it.