The Gunnar reference article from the English Wikipedia on 24-Jul-2004
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Gunnar

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In Norse mythology, Gunnar was a hero who had tried to rescue the Valkyrie Brünnehilde but failed. Sigurd then tried and succeeded, in the shape of Gunnar. After Sigurd married Brynhildr, he left her for Gunnar's sister, Gudrun.

See Saga of the Volsungs.