The saint in question, who is commemorated today, is Eadgyth (Edith) of Polesworth*, the sister of King Athelstan. When Athelstan came to the throne (c.925), the Anglo-Saxon kings of England ruled only as far north as the Humber: northern England was under the control of the Norse kings of Dublin, who had their capital at York. In 925 the Norse king was Sigtrygg, and Athelstan, in a bit of early-in-reign-alliance-establishing policy, arranged a marriage between his sister Edith and Sigtrygg. As part of this alliance, the pagan Sigtrygg agreed to accept Christianity and the overlordship of Athelstan, both in one go (this was how the descendants of Alfred did their best evangelising).
That was in 926. But the marriage was apparently not a success. This is how the chronicler Roger of Wendover tells it:
"Athelstan, king of the English, honourably married his sister Eathgitha to Sihtric, king of the Northumbrians, a man of Danish origin; who for love of the damsel renounced paganism and embraced the faith of Christ; but not long afterwards he repudiated the blessed virgin, and, abjuring Christianity, restored the worship of idols, and miserably ended his life shortly after his apostasy. The holy damsel thereupon, having preserved her virginity, abode at Pollesbury [Polesworth, Warwickshire], perserving in good works unto the end of her life, devoting herself to fasting and watching, alms-giving and prayer; and after a praiseworthy course of life she departed out of this world on the 15th of July at the same place, where unto this day [c.1230s] divine miracles cease not to be wrought."
(Roger of Wendover's Flores Historiarum, trans. Henry Bohn, p.245)
Sigtrygg indeed died in 927; whatever Edith's marriage to this pagan Viking might have been like, it was at least short. On his death Athelstan swooped and seized Northumbria, thus becoming the first ruler of (almost) all of England.
Edith, if Roger's late account is to be trusted, went off and became a nun, and later saint. But she may just possibly have been the mother of Sigtrygg's son Óláfr (Roger's assertion that she "preserved her virginity" may just be a commonplace of hagiography; Anglo-Saxon royal saints from Ethelthyrth to Edward the Confessor were credited with celibate marriages). This Óláfr, who later also became king of Northumbria and Dublin, was probably the original for the Anglo-Danish legendary hero Havelok (at least for his name - they share the unusual nickname cuaran, 'sandal.'). As previously discussed, I like Havelok a lot. It seems rather appropriate that he may have been based on the product of a union between an English Christian princess and a Norse king who claimed descent from one of the scariest Vikings of all.
* that's not St Eadgyth of Wilton, the 'mighty queen' of Goscelin and Eva, and not Edward the Confessor's wife Eadgyth. Edith was a really common Anglo-Saxon royal female name. Luckily, it is also one of the few Anglo-Saxon female names to be at all euphonious, thus providing those of us who dream of giving our daughters Anglo-Saxon names with at least one decent option. (Much as I like St Hilda, St Mildred, and Bertha of Canterbury... no.)