El Cid was indeed a real man, a Spanish nobleman who lived in the second half of the eleventh century c1043-1099. He entered popular memory largely as the result of a 1961 film staring Charlton Heston, but the film was not an accurate portrayal. Sponsored largely by Franco's regime, it was designed to promote Spanish Nationalism and depicted a very skewed picture of the classic Cid. It relied heavily on the work of historian Pidal, who was not the most reliable (he spent his honeymoon retracing the steps of his hero). Pidal based his biography of Cid on a single source the Poema de Mio Cid - a poem written to glorify Cid, probably dating to the thirteenth century during the height of the reconquista efforts in Spain.

The real Cid was in fact a talented mercenary, he won many battles but a lot of these were fought on behalf of Muslim commanders - he tended to side simply on behalf of the leader most likely to win and was a man motivated almost entirely by money. Despite his lack of loyalty, he was a christian and tended to establish churches in the cities he conquered.

With regards to his death, I am not sure. His wife did accompany his body to its burial but I can't find a verifiable account of anything more than this... it is likely to be a part of the El Cid legend.

John Aberth, A Knight at the Movies: Medieval History on Film (Oxon, UK: Routledge, 1993).

Tom Shippey, 'El Cid: Defeat of the Crescentade', in Hollywood in the Holy Land: Essays on Film Depictions of the Crusades and Christian-Muslim Clashes, ed. by Nickolas Haydock and E L Risden (Jefferson, NC: McFarland & Company, 2009)

Edit: Spelling.