WARNING: The following article contains spoilers for Valkyrie: Jane Foster #2, by Jason Aaron, Al Ewing, Cafu, Jesus Aburtov and VC's Joe Sabino, on sale now.
The inaugural issue of Valkyrie: Jane Foster saw Bullseye, equipped with Dragonfang following the War of the Realms event, seemingly slay Heimdall. Although the all-seeing god does survive that blow, Valkyrie #2 has him meet his final fate in the ensuing battle with the villain.
However, along the way, Valkyrie makes a reference to one of Marvel's most famous stories and one of the most tragic moments in the life of Peter Parker/Spider-Man: the death of Gwen Stacy.
In 1973, writer Gerry Conway and artist John Romita Sr. made the choice to kill Gwen in the pages of The Amazing Spider-Man #121. Gwen, who was Peter's girlfriend at the time, was kidnapped by the Green Goblin and brought to a bridge in New York (It's not entirely clear which one as there's a contradiction between the art and the writing). Goblin throws Gwen off the bridge, causing Spider-Man to shoot out his webbing to stop her from hitting the ground. He catches her leg, and two sound effects appear: "Swik," which indicates he's caught her with his webbing, and a small, more sinister "snap," with the implication being the force of his web grabbing her leg snapped her neck.
There remains some debate as to whether or not Peter's webbing killed Gwen. Goblin claims she was dead prior to the fall, and some have argued it was the shock that killed her. However, editor Roy Thomas wrote in the letters for Amazing Spider-Man #125 that Gwen was killed by "the whiplash effect she underwent when Spidey's webbing stopped her so suddenly.," which is also a widely held opinion.
Regardless of what actually killed Gwen, the event had a major effect on Spider-Man, taking out one of his key supporting players and romantic interests, irreconcilably changing the character's fate. It's an event Peter has never forgotten, and still weighs on him, as evidenced by many, many stories over the years.
In Valkyrie #2, Bullseye stabs Heimdall again, sending the God over the edge of the skyscraper they're standing on. Jane goes after him, using Undrjarn the All-Weapon -- which is capable of changing to meet her needs -- to reach out and wrap around Heimdall's leg. She snags Heimdall's leg right before he hits the ground, but then she she looks concerned as she remembers what happened to Gwen, thinking, "Wait. Didn't Spider-Man kill someone doing this?"
Valkyrie seems certain it was indeed Peter's webbing that killed Gwen, as the reference is fairly clear. However, unlike Gwen, Heimdall survives the fall, since he's an incredibly durable Asgardian. Jane defeats Bullseye and breaks Dragonfang, handing the villain off to the police. Still, Heimdall sustains a lot of damage and ultimately dies. Valkyrie commands him to stand up, and he does so, though he doesn't want to go to Valhalla or Hel. Instead, he wants to "see what [he has] never seen." The two then embark on what Jane dubs a "journey into mystery," referencing the classic Marvel series that Thor and his fellow Asgardians originally appeared in.
Where exactly Valkyrie and Heimdall will go isn't clear at this time, though clearly she's looking to take him somewhere special. However, the solicitation for Valkyrie #3 teases a "multiversal afterlife," which might just mean both Heimdall and Marvel fans will see something entirely new and a resting place truly worthy of the beloved Asgardian.
Valkyrie: Jane Foster #3 goes on sale September 18.