The Nemean Lion

The constellation Leo is thought to have been named after the Nemean lion. Slaying the Nemean lion was the first of the twelve labors of Hercules (or Heracles) in Greek mythology.

A lion had been terrorizing the town of Nemea in Greece. Its hide was impenetrable by arrows. Hercules eventually cornered it in a cave and strangled it to death. To remove the hide as his trophy, he had to use the lion's own enormous claws to pierce its tough skin. With the hide being so impenetrable, he threw it over himself to use as an armor.

Zeus, the father of Hercules, put the slain Nemean lion into the sky as the constellation Leo.

References:
Wikipedia on the Nemean Lion
Encyclopedia Mythica on the Nemean Lion