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harpy (n.): winged monster of ancient mythology, late 14c., from Old French harpie (14c.), from Latin harpyia, from Greek Harpyia (plural), literally "snatchers," which is probably related to harpazein "to snatch" (see rapid (adj.)). Metaphoric extension to "repulsively greedy person" is c. 1400.
In Homer they are merely personified storm winds, who were believed to have carried off any person that had suddenly disappeared. In Hesiod they are fair-haired and winged maidens who surpass the winds in swiftness, and are called Aello and Ocypete; but in later writers they are represented as disgusting monsters, with heads like maidens, faces pale with hunger, and claws like those of birds. The harpies ministered to the gods as the executors of vengeance. ["American Cyclopædia," 1874]
swan (n.): Old English swan "swan," from Proto-Germanic *swanaz "singer" (cognates: Old Saxon swan, Old Norse svanr, Danish svane, Swedish svan, Middle Dutch swane, Dutch zwaan, Old High German swan, German Schwan), probably literally "the singing bird," from PIE root *swen- "to sing, make sound" (see sound (n.1)); thus related to Old English geswin "melody, song" and swinsian "to make melody."

In classical mythology, sacred to Apollo and to Venus. The singing of swans before death was alluded to by Chaucer (late 14c.), but swan-song (1831) is a translation of German Schwanengesang. The ancient Indo-European mythical swan-maiden so called by mythographers from 1829. Swan dive is recorded from 1898. A black swan was proverbial for "something extremely rare or non-existent" (late 14c.), after Juvenal ["Sat." vi. 164], but later they turned up in Australia (Chenopsis atratus).
"Do you say no worthy wife is to be found among all these crowds?" Well, let her be handsome, charming, rich and fertile; let her have ancient ancestors ranged about her halls; let her be more chaste than all the dishevelled Sabine maidens who stopped the war--a prodigy as rare upon the earth as a black swan! yet who could endure a wife that possessed all perfections? I would rather have a Venusian wench for my wife than you, O Cornelia, mother of the Gracchi, if, with all your virtues, you bring me a haughty brow, and reckon up Triumphs as part of your marriage portion. [Juvenal]
troll (n.1): supernatural being in Scandinavian mythology and folklore, 1610s (with an isolated use mid-14c.), from Old Norse troll "giant being not of the human race, evil spirit, monster." Some speculate that it originally meant "creature that walks clumsily," and derives from Proto-Germanic *truzlan, from *truzlanan (see troll (v.)). But it seems to have been a general supernatural word, such as Swedish trolla "to charm, bewitch;" Old Norse trolldomr "witchcraft."

The old sagas tell of the troll-bull, a supernatural being in the form of a bull, as well as boar-trolls. There were troll-maidens, troll-wives, and troll-women; the trollman, a magician or wizard, and the troll-drum, used in Lappish magic rites. The word was popularized in literary English by 19c. antiquarians, but it has been current in the Shetlands and Orkneys since Viking times. The first record of the word in modern English is from a court document from the Shetlands, regarding a certain Catherine, who, among other things, was accused of "airt and pairt of witchcraft and sorcerie, in hanting and seeing the Trollis ryse out of the kyrk yeard of Hildiswick."

Originally conceived as a race of malevolent giants, they have suffered the same fate as the Celtic Danann and by 19c. were regarded by peasants in in Denmark and Sweden as dwarfs and imps supposed to live in caves or under the ground.
They are obliging and neighbourly; freely lending and borrowing, and elsewise keeping up a friendly intercourse with mankind. But they have a sad propensity to thieving, not only stealing provisions, but even women and children. [Thomas Keightley, "The Fairy Mythology," London, 1850]
Valentine (n.): mid-15c., "sweetheart chosen on St. Valentine's Day," from Late Latin Valentinus, the name of two early Italian saints (from Latin valentia "strength, capacity;" see valence). Choosing a sweetheart on this day originated 14c. as a custom in English and French court circles. Meaning "letter or card sent to a sweetheart" first recorded 1824. The romantic association of the day is said to be from it being around the time when birds choose their mates.
For this was on seynt Volantynys day
Whan euery bryd cometh there to chese his make.
[Chaucer, "Parlement of Foules," c. 1381]
Probably the date was the informal first day of spring in whatever French region invented the custom (many surviving medieval calendars reckon the start of spring on the 7th or 22nd of February). No evidence connects it with the Roman Lupercalia (an 18c. theory) or to any romantic or avian quality in either of the saints. The custom of sending special cards or letters on this date flourished in England c. 1840-1870, declined around the turn of the 20th century, and revived 1920s.
To speak of the particular Customs of the English Britons, I shall begin with Valentine's Day, Feb. 14. when young Men and Maidens get their several Names writ down upon Scrolls of Paper rolled up, and lay 'em asunder, the Men drawing the Maidens Names, and these the Mens; upon which, the Men salute their chosen Valentines and present them with Gloves, &c. This Custom (which sometimes introduces a Match) is grounded upon the Instinct of Animals, which about this Time of the Year, feeling a new Heat by the approach of the Sun, begin to couple. ["The Present State of Great Britain and Ireland" London, 1723]
Valkyrie (n.): 1768, one of 12 war-maidens who escorted the brave dead to Valhalla, from Old Norse valkyrja, literally "chooser of the slain," from valr "those slain in battle" (see Valhalla) + kyrja "chooser," from ablaut root of kjosa "to choose," from Proto-Germanic *keusan, from PIE *geus- "to taste, choose" (see gusto). Old English form was Wælcyrie, but they seem not to have figured as largely in Anglo-Saxon tales as in Scandinavian. German Walküre (Wagner) is from Norse. Related: Valkyrian.