The mythical figure best known for his tragic love story is Orpheus. His tale involves his profound love for Eurydice, culminating in his journey to the Underworld to retrieve her after she dies from a snake bite. The story emphasizes themes of love and loss and illustrates the power of art, as Orpheus's music can move even the heart of Hades, the god of the Underworld. This tragedy captures the essence of longing and the dire consequences of disobedience, making it a poignant narrative in mythology.