She's a Norse war goddess who shows up as a major figure in Northern European mythology, most famous for her doomed love story with the legendary hero Sigurd (also known as Siegfried). As a queen, she never got to be with him, and her heartbreak supposedly brought catastrophe down on everyone involved.
Fate/Prototype: Sougin no Fragments
She serves as Lancer and is the first Servant that Manaka Sajyou and Saber run into. She teams up with Archer to take down Saber, but bails out partway through when Archer and Saber get caught up fighting Rider instead.
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