The Greek hero known for his tragic love story linked to the underworld is Orpheus. Orpheus is celebrated not just for his musical talent but also for his deep love for Eurydice. When Eurydice dies, Orpheus ventures into the underworld to retrieve her, showcasing his profound devotion and the lengths one might go to for love. His journey highlights themes of loss, grief, and the power of art to transcend death. Ultimately, the tragic ending reinforces the inevitability of fate and the pain inherent in love, making Orpheus a poignant figure in this mythological narrative.