A few have brought up Queen Thyra, but it doesn't look like anyone has written the pronunciation so far... That pronunciation is actually Thu - rah. You don't hear the y or even an ea sound at all, oddly enough.
My name is Tyra and I was named after my great aunt from Sweden. Her name was spelled Thyra. It was pronounced "tear" "a" just like a teardrop. My name is pronounced the same way, my mom just removed the h when she named me. I frequently find myself arguing with people about the pronunciation of my name, I believe because of Tyra Banks. But I absolutely love my name and think it's beautiful.
Thyra is my middle name and is after my great aunt from Sweden. In all these comments no one has mentioned how it's pronounced. It's said like "tear - a". Like tear as in a teardrop. I've always found it so beautiful and if my first name, Samantha didn't have the story it does, I'd go by Thyra. If only people stopped saying "Thigh - rah".