In Greek mythology
In punishment for his murder of Iphitus, Heracles/Hercules was given to Omphale as a slave. Many variants of this story say that she not only compelled him to do women's work, but compelled him to dress as a woman while her slave.
Achilles was dressed in women's clothing by his mother Thetis at the court of Lycomedes, to hide him from Odysseus who wanted him to join the Trojan War
Athena often goes to the aid of people in the guise of men in The Odyssey.
Tiresias was turned into a woman after angering a Greek goddess, by killing a female snake that was coupling.
[edit] In Norse mythology
Thor dressed as Freyja to get Mjölnir back in Þrymskviða.
Odin dressed as a female healer as part of his efforts to seduce Rindr.
Hagbard in the Scandinavian legend of Hagbard and Signy (the Romeo and Juliet of the Vikings). After having slain Signy's brothers and suitors, Hagbard was no longer welcome in the hall of Signy's father Sigar. Hagbard then dressed up as one of his brother Haki's shieldmaidens to gain access to the chambers of his beloved. When the handmaidens washed his legs, they asked him why they were so furry and why his hands were so calloused. He responded with a clever verse to explain his strange appearance. Signy, however, who understood that it was Hagbard who had come to see her, explained to the maidens that his verse was truthful. Hagbard was, however, deceived by the handmaidens and he was arrested by Sigar's warriors. Hagbard was hanged and Signy committed suicide as Hagbard watched from the gallows.
Frotho I dressed as a shieldmaiden in one of his eastern campaigns.
Hervor from Hervarar saga. When Hervor learnt that her father had been the infamous Swedish berserker Angantyr, she dressed as a man, called herself Hjörvard and lived for a long time as a Viking.