In Norse Mythology, Brynhild was a Valkyrie. Sigurd rescued her from an enchanted sleep and they fell in love. Later, Gudrun had Sigurd drink a magic potion that made him forget his love for Brynhild and married him. She swore that she would only marry the man who would ride though the ring of fire surrounding the residence Odin placed her in and Sigurd then won Brynhild for Gudrun's brother, Gunnar by performing the feat in his shape.

When she found out that Sigurd was the one who had saved her and not Gunnar, Brynhild convinced Gunnar to slay Sigurd. Gunnar couldn't kill him, so he had one of his younger brothers kill him instead. In her grief, she killed herself on his funeral pyre and burned beside him. The story of her journal to Hel is told in the Helreith Brynhildar.

Sources:
http://www.pantheon.org
http://library.thinkquest.org/25535/Norse.htm?tqskip1=1&tqtime=1007