Jet Alone is a bipedal robot developed by Japan Heavy Chemical Industries, designed to supplant the Evangelions. Unlike the Evangelions, which have a limited internal power supply and must rely on external power cables for extended operation, Jet Alone has an internal nuclear reactor (likely a pressurised water reactor) and can function for at least 150 consecutive days. Jet Alone also requires no pilot, and is controlled by an onboard computer. Radio commands can be issued from a ground station.
Jet Alone is seen in Episode 07, when it goes out of control during a demonstration. It is stopped after Misato Katsuragi climbs on-board with the help of Evangelion Unit-01 and attempts to delete its programming, but Jet Alone is saved from an immient nuclear meltdown at the last moment.Gendo Ikari states towards the end of Episode 07 that everything went according to plan, suggesting that Nerv was behind the incident.
In Rebuild of Evangelion
Jet Alone does not appear in its original form in the Rebuild of Evangelion franchise, however, there are large mechanical parts labeled "JA-2" seen during the Avant trailer for Evangelion: 3.0 + 1.0 suggesting that Jet Alone robots existed in some form in the new continuity.
Jet Alone was named after Jet Jaguar, Godzilla's robot sidekick from Godzilla vs. Megalon. 
One of the partners in the Jet Alone joint ventures is "Ikuhara Industries", an homage to Hideaki Anno's close friend and fellow animator Kunihiko Ikuhara, who is best known for creating Revolutionary Girl Utena and directing some of the seasons of Sailor Moon.
Exactly why Nerv saw Jet Alone as a threat is not clear, especially since the robot could at the very least provide a distraction or shield for the Evangelions. It is possible that Gendo feared that vital funding would be diverted from Nerv to the Jet Alone program if the demonstration proved a success, or that it could be used to embarrass/discredit Nerv with the politicians and public (Tokita's mockery of Ritsuko and the Evangelions suggests this). It is also possible that Jet Alone would, at some point, be used against Nerv in a direct attack. Pragmatic considerations may have played a role, since Nerv knew that the nuclear-powered robot was vulnerable against Angels due to its lack of an A.T. Field, but would logically be deployed in or around Tokyo-3. They may simply have judged the risk of radioactive contamination to Tokyo-3 from a damaged or destroyed Jet Alone too high to allow it to be operational.
- From the Renewal liner notes: The name of JA comes from the robot, Jet Jaguar, which appeared in the special effects film Gozilla vs Megalon (1973). Jet Jaguar was a robot whose design was chosen from submissions from the public, and when it was initially announced, its name was Red Alone. Jet Alone is a name made by combining Red Alone and Jet Jaguar.
- https://web.archive.org/web/20110728100124/https://eva.onegeek.org/pipermail/oldeva/1999-June/029659.html (Courtesy of Gwern)