Volsunga saga
The Volsunga saga is a late 13th century Icelandic prose rendition of the story of Sigurd and Brynhild, and the destruction of the Burgundians. It is largely based on epic poetry.
The Nibelungenlied is another telling of some of the same stories.
A full text translation of the Volsunga Saga by is at the University of California, Berkeley's Online Medieval and Classical Library (http://sunsite.berkeley.edu/OMACL/)
Read the Volsunga Saga here: http://sunsite.berkeley.edu/OMACL/Volsunga/
Or read the retelling of the legend at Timeless Myths: http://www.timelessmyths.com/norse/volsunga.html