Apollodorus reckons Alcyone among the daughters of Aeolus, and tells that she was married by Ceyx, son of Lucifer. The two perished by reason of their pride: he called his wife Hera, and she called her husband Zeus. For this presumption Zeus turned them into birds, making her a kingfisher (alcyon) and him a gannet (ceyx).2Pseudo-Apollodorus — Bibliotheca 1.7.3–1.7.4

Ovid tells the same ending through love rather than hubris. When Ceyx drowned in a storm at sea, the grieving Alcyone was at last shown his body washed to shore; both were then changed into halcyon birds. In Ovid's telling she is the daughter of Aeolus the keeper of the winds, who for his descendants' sake restrains the harmful gusts and grants the halcyon their calm seas — a conflation of the wind-king with her Aeolid father.3Ovid — Metamorphoses 11.410–748

Hyginus names her the daughter of Aeolus and Aegiale, and says that when Ceyx had perished in a shipwreck she threw herself into the sea for love of her husband; by the pity of the gods both were then changed into the birds called halcyons.4Hyginus — Fabulae 65