According to The Associated Press, "Brian Spellacy, U.S. Secret Service supervisory special agent in Las Vegas, said the woman was being questioned and would face criminal charges. Spellacy declined to identify the woman, and he said it wasn't immediately clear what the charges would be. A black and orange shoe was recovered from the stage, Spellacy said."
The AP has video of the incident here.
Clinton, a former senator and former first lady, made a bid for the Democratic presidential nomination in 2008 and is widely expected to run for the White House again in the 2016 campaign cycle.
As the AP notes, Thursday's shoe-throwing incident is reminiscent of what happened to then-President George W. Bush in December 2008. Bush was holding a news conference in Baghdad when an Iraqi journalist hurled two shoes at him — an act consider to be an insult in Arab cultures. Bush dodged the projectiles.