Heimdall and Sif may not have much to do with each other in the Marvel movies, but in the comics, the two have a strong family bond.
Thor's comics in Marvel have always included supporting characters inspired by figures from Norse mythology. Apart from Loki and Odin, two of the most prominent characters are Heimdall, the guardian of the Bifrost, and Lady Sif, one of the greatest warriors of Asgard, characters who also appeared in the Marvel Cinematic Universe. But did you know that in the comics, Heimdall and Sif are brothers?
Heimdall and Sif are based on the mythology of the Norse gods, just like Thor. Heimdall is derived from Heimdallr, who, like his Marvel counterpart, protects the Bifrost in Asgard from any threat. Heimdallr is said to have such keen senses that he can see hundreds of miles and hear sap moving inside trees, an ability that was further amplified in the comics, allowing Heimdall to see all of time and space. Heimdall and Heimdallr may be basically the same in everything but name, but Sif's name is all she shares with her Norse counterpart. While the Sif in the Marvel comics is a fierce warrior with black hair, the Norse Sif is the goddess of fertility and family, known for her golden hair. But they both have in common that they love Thor.
Another thing that the Marvel comics changed from the original mythology is the relationship between Heimdall and Sif. The two have no connection to Norse legend, but they became brothers in the comics; in fact, Sif even has some of her brother's abilities. In Thor: Son of Asgard # 3 by Akira Yoshida and Greg Tocchini, Thor, Sif and their friend Balder are attacked by ice elementals. Sif uses her magical sight to foresee the elemental's attacks, allowing the three to win the battle. The Eagle King Gnori praises her, saying, "Your senses are keen, Lady Sif, much like your brother's, Heimdall." Sif even succeeded Heimdall as Guardian of the Bifrost after his death in King Thor No. 4.
Still, every family has the occasional dispute. In Thor No. 418 he presents an additional story at the end called "Tales of Asgard: Where Lies My Loyalty ?!", in it Odin falls under some kind of spell and orders Heimdall to kill Lady Sif and her companions, Caber and Leir , who are looking for Thor. Always loyal to Odin, Heimdall attacks Caber and Leir, but before he can deliver the final blow, Sif stands between them, causing Heimdall to lower his sword. Heimdall then turns to Odin in shame, saying, "I couldn't hurt the sister I raised since she was a baby!" From this, it would appear that not only are the two of them brother and sister, but Heimdall also raised Sif, making their bond even stronger than Heimdall's loyalty to Odin.
For unknown reasons, the family relationship between Heimdall and Sif was not included in the UCM. Sif appeared in the first two Thor movies, but was notably absent in Thor: Ragnarok, although there are rumors that the character could return in Love and Thunder. However, Heimdall appeared in all three Thor movies and in Avengers: Infinity War, where Thanos stabbed him through the heart. Suffice to say, it seems unlikely that her brother's connection to dead Heimdall will be explored in the future, but you never know for sure.
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