Heracles (Hercules): Later Adventures and Death
Remember when Heracles offers himself as a slave to Queen Omphale and she makes him wear women's clothes? Well, it turns out that this kind of cross-dressing happens all the time in ancient mythology, especially to brawny heroes.
Thor in "The Theft of Thor's Hammer"
First on the list is the hunky Norse god and hero Thor. Both Heracles and Thor are freakishly strong sons of divine kings. The ancient Germanic people seem to have recognized the parallels between the two muscle men, possibly even confusing them.
When a giant steals Thor's magical and extremely powerful hammer, he disguises himself as Freyja, the gorgeous Norse goddess of sex and love, and tricks the giant into returning his hammer. Then he destroys the giant with his hammer. You can read more about this particular myth here.
Achilles in the Iliad
The great Greek hero Achilles also has a cross-dressing stint. His mother Thetis wanted to keep him from fighting in the Trojan War, so she disguised him in women's clothes and sent him to live with the King of Skyros. Legend has it that Odysseus eventually sought out the disguised Achilles out and blew his cover.
Pentheus from The Bacchae
In The Bacchae by Euripides, King Pentheus dresses up like a woman in order to spy on the boisterous Maenads who worship the Greek god Dionysus. King Pentheus is worried about the havoc they are wreaking on his land. Dionysus convinces King Pentheus to dress as a woman in order to see what they are really like. While he is spying, Dionysus reveals King Pentheus' true identity, and the king is ripped to shreds by Dionysus' female followers. Cheery.