"The Old Grind" is a short story by Laura Frankos, published in Chicks in Chainmail, edited by Esther Friesner, Baen 1995; reprinted in the omnibus Chicks Ahoy!, 2010. It can also be read on-line at Baen's website. It is a fantasy story set in northern Europe in 910-911, incorporating historical events into the plot.
Fenia, a giantess living in the Orkney Islands, is discontent with her life as a salt farmer. Striking out for the wider world, she joins the army of the historical Viking chieftain Rollo and fights in the Siege of Chartres. After visiting Valhalla as a tourist (due to a royal mix-up with the Valkyries), Fenia decides that there's no place like home, and returns to her Orkney salt farm with a new perspective on life.
"Exchange Program" by Susan Shwartz in the same volume. This story features Wotan and the Valkyries, and is similar in plot and character treatment to "The Old Grind," but apparently not in the same continuity.
Thessalonica, a Turtledove novel which takes the historical siege of the titular city in 597, and adds fantasy beings to the list of combatants.