Ethelred the Unready's bid to reclaim the English crown in 1014 by pulling down London Bridge is enshrined in the Nordic sagas — because he had help from a future King of Norway.
England had been coming under repeated Danish attack since about 991. In 1013, Swein Forkbeard launched a brilliant attack on southern England, with London finally capitulating in February 1014, forcing Ethelred to flee. However, Swein died soon after, and Ethelred decided to try and retake his city and Southwark (known as Suthverki) from the remaining Danish troops. But there was one major problem: London Bridge.
Danes lined the bridge ready to attack any oncoming ships with spears. So Olaf Haraldsson, who became King of Norway in 1015, joined up with Ethelred in the attack (there's some evidence the Norwegian was acting as a mercenary). Olaf's idea was to build rafts and top them with thatched roofs nicked from local houses; his protected men sailed down the Thames, wrapped cables round the bridge piles then rowed off hard, destabilising and possibly even pulling it down. Advantage Ethelred, who ruled for two more years until his death.
Olaf's exploits were immortalised by the poet Ottar Svarte:
London Bridge is broken down,
Gold is won and bright renown.
War Horns Sounding,
Hildur shouting in the din!
Mailcoats ringing –
Odin makes our Olaf win!
Don't read too much into the London Bridge is Falling Down similarity though; apparently the modern English translator used the nursery rhyme as a base. The incident isn't mentioned in the Anglo-Saxon Chronicles so some historians doubt it happened; this article from the London Archaeologist (PDF) weighs up the evidence and, in the end, thinks it probably did. How about a millennial re-enactment next year? Perhaps the Globe Theatre would lend us some thatch.
Olaf's links with London Bridge didn't end in 1014. He was canonised in the 12th century and St Olave Hart Street, which still exists, and St Olave Southwark, were dedicated to him. His named is emblazoned on St Olaf House on Tooley Street, which is built on the site of St Olave Southwark.
If you want to read more about the 19th London Bridge that ended up in Arizona, we heartily recommend Travis Elborough's new book.