Orpheus

Orpheus was a Greek demigod, a son of Apollo and Calliope, and the muse of epic poetry.

History
Orpheus was a very gifted musician trained by the god of music, Apollo, himself. His music was so beautiful and sweet that it charmed many wild beasts, made trees sob, and even created an entrance to the Underworld itself, by singing his way right into Hades' palace to rescue his wife Eurydice after she was bitten by a snake on their wedding day. Hades allowed him to take his wife back, on the condition that he would walk in front and not look behind him as he led her back to the upper world along the borderland between the living and the dead. However, he couldn't resist the temptation the moment he crossed the border and looked back just before his wife left the Underworld, losing her forever. Orpheus was later killed by the Maenads on Dionysus' orders, and his soul was reunited with Eurydice.

The Lightning Thief
Grover Underwood mentions him while talking about the heroes who entered the Underworld, and have come out alive.

The Last Olympian
There is a Door of Orpheus located in Manhattan's Central Park that is named after him (as he was the one that created it). Nico di Angelo, a son of Hades, and Percy Jackson, ask Grover to open the door using his reed pipes, as it can be only opened by music. Considering Percy's comments on Grover's reed pipes music, either any music, good or bad, may be able to open the doors. That, or Grover's music has improved.