Cassandra, also known as Kassandra and Alexandra, was the daughter of King Priam and Queen Hecuba of Troy. She was taken as a prize of war by Agamemnon of Mycenae when the Greeks, after ten long years, won the Trojan war.
Cassandra was a priestess of the god Apollo. As with all the Greek Myths there are many different, slightly nuanced tales of Cassandra's story. The most popular is that Apollo bestowed Cassandra with the gift of prophecy in an effort to woo her. However, when Cassandra rejected Apollo's advances he turned the gift into a curse. The curse was that nobody would believe any of Cassandra's prophesies.
Because of this curse, Cassandra, was thought of as a madwoman, her prophesies lies, and Priam kept her locked away from everybody.
When Agamemnon returned to Mycenae with Cassandra, she could see that his wife, Clytemnestra, was going to murder him, revenge for sacrificing their daughter. Of course, because of the curse, Agamemnon did not believe Clytemnestra, and was murdered upon return.
In Homer's classic poem Clytemnestra then goes on to kill Cassandra as well. Cassandra could see her own death at the hands of Clytemnestra, but could, or maybe chose not, to stop it. In the Aeneid, Virgil, the famous Roman poet, has Cassandra alive following the murder. He also has Cassandra, before being taken to Mycenae, trying to warn Priam about the Trojan Horse, and also predicting Aeneas escaping the sack of Troy and eventually founding Rome.