From Wikipedia:

In Tolkien's The Silmarillion, Nienor, also called Níniel "Tear-Maiden", was Húrin and Morwen's third child, the sister of Túrin. She was born in Hithlum in the year of Nirnaeth Arnoediad. After this battle, the Easterlings settled in the land and oppressed the people of Hador.

Nienor remained in Hithlum with her mother Morwen for twenty years, subsequently moving to Doriath in hopes of finding Túrin, who has been sent there earlier. After she and her mother heard a rumour that the mysterious Mormegil of Nargothrond was actually Túrin, they set out with a company of Elves for that place. Unfortunately, the dragon Glaurung had just sacked that elven city, and, sensing their approach, he caused a cloud of foul vapor to rise from the Narog. The party's horses panicked and Nienor was separated, at which point the worm Glaurung used his famous abilities to put her in a state of total amnesia.

Eventually, the amnesiac woman was found by Mablung, who intended to take her back to Doriath but they were attacked by orcs while attempting to cross the Taeglin. In confusion and terror, Nienor ran away, tore off her clothes and ran naked through the forest until she fainted.

Her brother Túrin found her, naked and terrified, at Haudh-en-Elleth, lying on the grave of his dead lover Finduilas. Because Nienor did not remember her identity and Túrin did not know he had a living sister, he named her Níniel "Tear-Maiden" and brought her to safety at Brethil.

The men of Brethil returned to Ephel Brandir soon after. When "Níniel" fell sick, Brandir tended to her, secretly falling in love. However, "Níniel" loved Túrin more, and after three years, they were wed. By the next spring, she was halfway through her first pregnancy.

It was then that rumours of Glaurung's approach reached Túrin, who went out to slay him. Unfortunately, the dragon envenomated him even as he dealt the worm a mortal blow, and Túrin fell into a swoon.

At this unfortunate moment, "Níniel", who feared for her husband's life, went out and found him apparently dead. Glaurung then set off his hidden weapon against Túrin - he removed Nienor's amnesia with his last words. Realising she had married her own brother and was carrying his unborn child, she committed suicide by throwing herself into the ravine at Cabed-en-Aras. Her death sparked a series of events culminating in his suicide, thus fulfilling Glaurung's vengeance.

The tragedy of Túrin and Nienor's love and suicide appear to have been carefully scripted by the dragon Glaurung - this was his most dangerous weapon and the coincidences are too great to be accidental. Nienor arrived, practically gift-wrapped, naked and amnesiac on the grave of Túrin's love, who was tragically murdered; the resonances of this incident are too specific to be accidental.