She was a Lhazareen godswife enslaved by the khalasar led by Drogo. She treats Drogo for a small wound he took during the sack of her village. He becomes gravely unwell and she convinces his wife Daenerys Targaryen to let her use blood magic, promising to save his life. She leaves Drogo in a vegetative state and takes the blood price of Daenerys' unborn child in vengeance for the attack on her people. She is burned to death on Drogo's funeral pyre by Daenerys.
Mirri Maz Duur is a godswife - a healer and wise woman - living amongst the Lhazareen, worshippers of the Great Shepherd. She's also a Maegi, a practitioner of blood magic.
Duur's village is raided by the Dothraki khalasar under Khal Drogo. The captive women are taken into slavery and raped. The Khaleesi Daenerys Targaryen orders that the Lhazareen women - including Mirri Maz Duur - be handed over to her custody to protect them. One of Drogo's warriors, Mago, objects. When Drogo agrees to Daenerys' request, Mago challenges Drogo to single combat. Drogo kills Mago, but takes a minor arakh wound to his chest. Mirri Maz Duur volunteers to heal the wound, saying that she is a godswife, or priestess of the Lhazareen god, the Great Shepherd. Drogo's bloodrider Qotho objects, calling Duur a maegi - a witch - but Drogo accepts her offering.
In spite of (or maybe because of) Mirri Maz Duur's attentions, Drogo's wound becomes infected, making him seriously ill, and he falls from his horse. Duur claims that she can save him, but requires a blood sacrifice. She suggests killing Drogo's horse. Qotho becomes enraged at her use of magic to save Drogo and tries to stop the ceremony, but is killed by Ser Jorah Mormont. Daenerys is thrown to the ground and goes into labor, so Mormont takes her into the tent where Duur is carrying out the ceremony to ask for her aid.
When Daenerys awakens she learns that her son was stillborn and malformed. She finds Drogo alive but in a vegetative state. Duur explains that Daenerys got what she traded for, and that before she was "saved" by Daenerys, she had already been raped several times and her temple had been burned. Now thanks to her spell, neither Drogo nor his son will cause more suffering. Daenerys builds a funeral pyre for Drogo and orders Jorah to bind Duur to the pyre. The maegi claims she won't scream. She begins chanting as the flames slowly engulf her, though her singing quickly changes to shrieks of pain as she is burnt alive. True to Daenerys' word, Duur dies screaming.
A Lhazareen priestess, Mirri Maz Duur was rescued by Daenerys Targaryen after she watched her village burn at the hands of Drogo's khalasar. The priestess betrayed Daenerys by causing the pregnant queen to miscarry and reducing an injured Drogo to a catatonic state. Dany took her revenge by burning Mirri Maz Duur on the khal's funeral pyre.