Odysseus and his wife Penelope, sticking through twenty years of painful separation...well, mostly Penelope. Odysseus...well, at least he did keep trying to get home through impossible odds.
Be fair, it's neither easy nor safe to say no to goddesses. But neither their considerable charms nor offers of immortality could make Odysseus forget Penelope or stop trying to get home to her.
A staple of Norse Mythology. Thor went to extreme lengths to get back his hammer when it was stolen, and Loki was chained to a rock being tortured by a snake for generations until he broke free to start Ragnarok. Everyone who dies in Ragnarok, dies in battle and make sure that when they're dead, they can have their grave stone say "You should've seen the other guy" with an arrow pointing to the other guy's tomb stone next to them.
