In Norse Mythology, Atli was the King of the Huns, son of Budli, and brother of Brynhild and Bekkhild. He married Gudrun after finding out that Gunnar and Hogni had Sigurd's treasure and wanted to avenge Brynhild's death. He killed Gunnar and Hogni when they refused to reveal the location of the treasure. The story of Gunnar's murder can be found in Dráp Niflunga from the Poetic Edda.
After Atli killed Gunnar and Hogni, Gudrun killed their sons Erp and Eitill and roasted their hearts. She served them to him while he was drunk, told him what she had done, and ran him threw with a sword.
In Germanic literature, Atli is known as Etzel and it was Gudrun who killed Gunnar and Atli who killed Gudrun. Historically he is based off of the figure Attila the Hun, a cruel and greedy man ruler who aided the fall of the Western Roman Empire. He died on his wedding night with a Visigoth bride from the burst blood vessels.
Many references to Atli can be found in the Codex Regius manuscript, which contains part of the Poetic Edda. Poems dealing specifically with Atli are Atlakvitha En Grönlenzka (The Greenland Lay of Atli) and Atlamol En Grönlenzku (The Greenland Ballad of Atli). All of the "Heroic Lays" are concerned with the story of Atli, Gudrun and their life.
Source:
Joe, Jimmy. Other Norse Characters. 6 Aug 2004 <http://www.timelessmyths.com/norse/norseminor.html>.