Not a myth per-se, but the character of
Caterina Sforza
has a certian mythological dimension. Her ferocious personality and shred military mind earned her nicknames such as "the Tiger" or "the Amazon of Forlì". During her long regency as Countess of Forlì, she twarted the army of France and the Venetian Navy. In the end she was captured by Cesare Borgia after stopping his advance for a week in a fortress that Niccolò Machiavelli described as "poorly built and shoodily defended" (Machiavelli admitedly was a great admirer of Caterina).
According her confessor her final words were
"If I could write everything that happened, I would shock the world", which are quite the fertile ground.