Valkyrie will finally make her big screen debut in Thor: Ragnarok and while we'll pick up with the hero on Sakaar where she's working as a bounty hunter, trailers have made it clear that she'll have a history fighting alongside her fellow Valkyries in the battle which may very well have wiped them out following Hela's defeat. Based on the way they're described here, they took that villain down at Odin's behest.
Asked about the role of the Asgardian warriors in the threequel, executive producer Brad Winderbaum compares them to SEAL Team Six and says we should expect some changes with Brunhilde/Valkyrie.
"Valkyrie in the comics is traditionally the character Brunhilde who comes to be known as Valkyrie… Calling someone ‘Valkyrie’ is like referring to someone as ‘Soldier.’ Our view of the Valkyrie in the MCU is that they were basically Odin’s special ops. His SEAL Team Six. Valkyrie as we meet her in this film has definitely suffered the trauma of war, and we meet her in a really low place.
"So it’s not so much that we’re trying to create a one-to-one emulation of Brunhilde from the comics. But certainly, the idea of the Valkyrie and what they mean to Asgard and to Odin is something that we’re going to be leaning into a lot and draft a lot of ideas from the comics."
This sounds like a very interesting, and very different, take on Valkyrie and company. The signs are pointing to Brunhilde being the last of her kind after Hela wiped out Odin's enforcers and that's why she's now a bounty hunter on Sakaar. We do, however, know that she'll wind up joining the God of Thunder, Hulk, and Loki when they team up as the "Revengers" to take down the Goddess of Death.