Unused concept art reveals Valkyrie was almost in Thor: The Dark World
Jaimie Alexander's Lady Sif is awesome, but she's not the only female warrior in Asgard, and at one point there were plans for another one to appear in THOR: THE DARK WORLD, based on this unused concept art. Artist Josh Nizzi has uploaded some images of his work on THOR: THE DARK WORLD to his site, and several of them feature Valkyrie. Who's Valkyrie, you ask? Her real name is Brunnhilde, and she's pretty much the female version of Thor. Valkyrie was picked by Odin to lead The Valkyrior, a group of warrior goddesses, and she has also been a member of the superhero group The Defenders.
Take a look:
But just because Valkyrie wasn't in THOR: THE DARK WORLD doesn't mean we'll never see her on the big screen. Marvel's cinematic universe keeps getting bigger and bigger with each new movie, and I wouldn't be surprised if Valkyrie (or The Valkyrior) ends up appearing in one of their future films.