A Viking known as Canute "the Great" or "the Mighty", also as Knut, Knud and Cnut. A legend states that the King was a Christian and clever man surrounded by obsequious courtiers who claimed he was "so great, he could command the tides of the sea to go back"1. Teleny has written an excellent account of this legend.
Canute was born around 995 C. E. to Svein Forkbeard, King of Denmark, and Sigrid the widow of Eric of Sweden. His grandfather was Harald Bluetooth and his great-grandfather was King Gorm the Old. In 1013, Canute accompanied his father on an invasion of England, but he and his army were expelled by the Saxon king Aethelred in 1014 after Svein Forkbeard's death. Canute reinvaded England in 1016, defeated Aethelred's son and successor Edmund (or Eadmund) and became King of all England shortly thereafter.
Canute married Aethelred's widow Emma in 1017. She produced two children, Harthacnut and Gunhild. Canute's mistress Aelfgifu (some sources state that Emma was also known by this name) also gave him two sons: Harald and Svein.
Canute was the first ruler to unite all of England. During his reign, England enjoyed almost 20 years of peace and prosperity. He protected the island from invasions by other Vikings and allowed Anglo-Scandinavian art and the old English laws to flourish. Christianity spread, both within England and to other parts of Europe.
Canute's brother Harald, King of Denmark, died in 1018 so Canute returned from England to claim the throne. He also captured Norway, Scotland and part of Sweden. Canute died on 12 November 1035 and was buried in Winchester, England. His sons were not able to hold onto the lands he had consolidated.
Another story told about Canute concerns the murder of the Danish Earl Ulf, who happened to be Canute's brother-in-law and the second-most-powerful man in Denmark, after the King. According to the tale recorded in the "Heimskringla" or "Chronicles of the Kings of Norway"2, while entertaining Canute in his estate in northern England, Ulf challenged the King to a game of chess. The Earl played well, the King became angry, and the Earl ended up overturning the board and walking away. The next morning, the King commanded his chamberlain to go kill Ulf in a nearby church.
There is also a poem by the English satirist John Walcot (a.k.a. Peter Pindar) that relates the story of King Canute and the incoming tide called "King Canute and His Nobles".
References:
1. http://viking.no/e/people/e-knud.htm
2. http://www.goddesschess.com/chesstories/king.html
3. http://www.newadvent.org/cathen/03306c.htm
4. http://www.britannia.com/history/monarchs/mon17.html