Ariadne

Eustache Le Sueur, Bacchus Crowning Ariadne with Stars, 1630-1631, oil on canvas, 175.3 x 125.7 cm, Museum of Fine Arts, Boston

Ariadne was the daughter of King Minos and lived on Crete.  She helped Theseus kill the Minotaur and escape the Labyrinth.  Theseus took Ariadne when he fled Crete, but left her while sleeping on the island of Naxos.  She was discovered by Dionysus/Bacchus, who rescued and married her.

Ariadne is typically shown with either Theseus (often with a ball of thread to help him through the Labyrinth), or Dionysus/Bacchus.  Sometimes she is portrayed while sleeping on Naxos.