According to ancient legend, Yama, the god of Death had not visited his sister Yamuna for 12 years.
Yamuna, the goddess of Yamuna River, was sad and consulted Ganga, the goddess of Ganga River. Goddess Ganga moved by it, reminded lord Yama of his sister, upon which Yama decided to visit goddess Yamuna. Yamuna was overjoyed to see her brother, and prepared a bounty of food for Yama.
The god Yama was delighted, and asked Yamuna what she wanted for gift. She wished that he, her brother should return and see her again soon. Yama was moved by his sister’s love, agreed and to be able to see her again, made river Yamuna immortal.
This legend is the basis for a Raksha Bandhan-like festival called Bhai Duj in some parts of India, which also celebrates brother-sister love, near Diwali.