In the last episode of season 5 of The Vampire Diaries, everyone is trying to get their friends back from the other side. But, no one thinks about getting Jenna back, who happens to be Elena and Jeremy's aunt, and Alaric's girlfriend. She died as a vampire, so she should be stuck on the other side. Then, why isn't anyone interested in getting her back?
Because she was not even there, she got peace. And it was confirmed in 3rd season.
You may draw comfort knowing that your aunt is not in the place that I was. She doesn't know the torment of The Other Side. Though made a vampire, she remained pure. She knows peace. ” — Esther to Elena about Jenna in Do Not Go Gentle (src)