Scheherazade is the (fictional) storyteller of The Book of One Thousand and One Nights.
The story goes that every day King Shahryar would marry a new virgin, and every day he would send yesterday's wife to be beheaded. Scheherazade volunteers to be the king's new wife, trusting in her ability as a storyteller to save her from the fate of her predecesors.
Each night Scheherazade would create a new story with the ending in suspense. For 1001 nights this went on and, in the end, the Shahryar spared her life (and the world benefited from her 1001 stories).
See also: Arab mythology