The Imperial Spy is a unit in the Empire. They have been used to spy on many areas where Jedi or any rebels are hiding. Once they found a target, the spy or spies will usually tell Darth Vader instead of handling it on their own.
In the begining of the game, spies located Kento Marek who you hunt down and kill. When Galen Marek served as Darth Vaders apprentice, spies found 3 jedi. The jedi were Rahm Kota, Kazdan Paratus, and Shaak Ti. You eventually hunt down and kill them all.