The Nibelungen saga is a heroic saga that is widespread in the Germanic and Scandinavian countries and has been handed down over the centuries in numerous different versions. Your best-known written fixation is the Middle High German Nibelungenlied (around 1200, probably from the Passau area).
The legend is reflected in medieval sources except in the Nibelungenlied in the saga of Dietrich von Bern (Thidrekssaga, Old Norse with Low German sources, around 1250) and numerous songs from the Liederedda. Among these are several Sigurdlieder and the older Atlilied (old Icelandic, recorded in the 13th century according to partly much older sources or preliminary stages). Prose retellings of the Edda songs can be found in the Edda of Snorri Sturluson (Old Icelandic, approx. 1220) and in the Völsunga Saga (Old Icelandic, approx. 1250). The nornagests þáttr dates from the end of the 13th century.
The origins of the legend go back to the so-called heroic age of the "migration of peoples": The central historical core of the story is the smashing of the Burgundian sphere of influence on the Rhine in late antiquity by the Roman magister militum Flavius Aetius with the help of Hunnic auxiliary troops. The Burgundians had served Westrom as mercenaries (foederati) since around 411 and guarded the Rhine border on imperial orders. When the western Roman government showed weakness, the Burgundian leader (rex) Gunthahar wanted to take the opportunity to expand his sphere of influence to the rich province of Belgica on his own. In 435 he was repulsed by Roman troops, and in 436 Aetius, who was then for the young emperor Valentinian III. led the government to punish the Burgundians for breach of contract.