The term "Valkyrie" has its origins in Nordic myth. The Valkyries were warrior maidens who attended Odin, ruler of the gods. They rode through the air wearing brilliant armour, directed and oversaw the battles of the Norsemen (Vikings), and distributed death lots among the warriors. When warriors perished, the Valkyries conducted the bravest souls to the great hall of Odin, Valhalla (Hall of the Slain), which was the foremost resting place in Asgard (the Place of the Nordic Gods).

Since "Valgrind" is the name of the Gate to Valhalla (see the Valgrind FAQ) through which the warriors deemed worthy of entry pass, and the warriors are accompanied by Valkyries ...