Alcyone

Daughter of Aeolus (the king) and Aegiale (or Enarete). Her husband was king Ceynx, who in turn was the son of the deity Eosphorus (Hesperius).

Ceynx was very content with his wife and life, and decided this happiness was reason enough for him to call his wife Hera. He also made Alcyone call him Zeus.
This, of course, inflicted the wrath of the gods, and they were changed into birds as a punishment. Alcyone was turned into a Kingfisher, or Halcyon, and Ceynx into a Gannet, or Ceyx.

According to another myth Ceynx drowned in a shipwreck during a trip to consult an oracle. This made Alcyone follow him by jumping into the sea. The gods took pity on them, and transformed the into sea birds.

The Kingfisher has its nesting period during the winter solstice, and during the winter months when the weather is calm for a few days, the Greeks say we have "Halcyon days".