There is this ancient Spanish legend, about the Daughters of Cid which dates from and appears in the Poem del Mío Cid.

This poem is based on a true story, it tells of the deeds of the Castilian hero Rodrigo Díaz de Vivar known as El Cid and takes place during the eleventh century, an era of conflicts in the Iberian Peninsula between the Kingdom of Castile and various Taifa principalities of Al-Andalus. It is considered a national epic of Spain. The work survives in a medieval manuscript which is now in the Spanish National Library.

The story begins with the exile of El Cid, whose enemies had unjustly accused him of stealing money from the king, Alfonso VI of Castile and León, leading to his exile. To regain his honor, he participated in the battles against the Moorish armies and conquered Valencia. By these heroic acts he regained the confidence of the king and his honor was restored. The king personally marries El Cid’s daughters to the infantes (princes) of Carrión. However, when the princes are humiliated by El Cid’s men for their cowardice, the infantes swear revenge. They beat their new wives and leave them for dead. When El Cid learns of this he pleads to the king for justice. The infantes are forced to return El Cid’s dowry and are defeated in a duel, stripping them of all honor. El Cid’s two daughters then remarry to the principes (crown princes) of Navarre and Aragon. Through the marriages of his daughters, El Cid began the unification of Spain.

Then there are also some who claim this whole story did not happen, like I found on this (Spanish) blog.

Since my attention to this legend was drawn through artworks I found, it does not really matter it it happened or not. What is true is that there were these artists who got inspired by the story and visualized it.