I'm not sure what this would be classified as...romance, or history, or even fantasy, but I love the stories of Siegfried and Brunhild and the elements of those legends.  Anyone ever come across any novels with or close to these storylines?

Sandra Hill has some fun Viking romances, although I don't really think that's what you're looking for...

Michael Crichton's Eaters of the Dead (aka The 13th Warrior) is kind of the Beowulf tale from another point of view.