Warning: The true story is deeply disturbing. If you have a weak stomach, stop reading when the fairy tale ends.
The Legend (as summarized by wikipedia):
Bluebeard is a very wealthy aristocrat, feared because of his "frightfully ugly" blue beard. He had been married several times, but no one knew what had become of his wives. He was therefore avoided by the local girls. When Bluebeard visited one of his neighbours and asked to marry one of her two daughters, the girls were terrified, and each tried to pass him on to the other. Eventually he persuaded the younger daughter (Perrault does not name the woman, but many versions state her name to be Fatima) to marry him, and after the ceremony she went to live with him in his château.