Haemus
In Greek mythology, King Haemus of Thrace, was the son of Boreas. He was vain and haughty and compared himself and his wife, Queen Rhodope, to Zeus and Hera. The gods changed him and his wife into mountains. In ancient Greek, the Balkan Peninsula was thus known as the "Peninsula of Haemus", a name which retains some currency in modern Greek.
Another classic etymology derives the name 'Haemos' from the myth about the fight of Zeus and the dragon Typhon: