Theodosius had always kept a tight rein on Honorius, and in his will Theodosius had stipulated that Stilicho should Honorius's guardian and military commander. Stilicho, with Serena and Galla Placida in tow, headed west to take up his duties as de facto ruler of the Western Empire.
This was during the period when barbarians were threatening Rome, and Honorius's imperial court had evacuated the city and set up shop in Milan. Over the years, Stilicho beat back two Visigoth invasions, but both times (and once previously in the East) he let Alaric, the Visigoth leader, slip through his fingers. It was well known that Alaric had graduated from the Imperial military academy set up by Theodosius and had won a famous victory for Stilicho, at the River Frigidus in 392 AD, before Alaric had taken up the leadership of Visigoth forces arrayed against the Empire. Stilicho's inability to capture Alaric started to cause rumors and led to Stilicho's downfall in 408 AD. Alaric was active in the Italian peninsula again, but the Senate refused to give Stilicho money to buy him off. And Honorius, now older and wanting to exert his independence (and never noted for his mental abilities) ordered the arrest of Stilicho after hearing rumors that Stilicho was plotting a coup. Stilicho was arrested and then was executed by an overzealous local commander, leaving the Western Empire without effective leadership. The almost immediate result was the beginning of the long and arduous siege of Rome by Alaric.
The Roman Senate, too late, saw the wisdom of Stilicho's plan to buy off Alaric, but negotiations broke down when Honorius, who had removed his court to Ravenna, a city more easily defended than Milan, refused to help provide the bribe. The siege wore on and, according to some accounts, cannibalism occurred in the poorest quarters of Rome. The city also suffered through several outbreaks of mob violence as the desperate population sought scapegoats for their situation. During one such incident, Stilicho's wife, the Princess Serena was strangled. Galla Placida, to save her own life, was said to have participated in the murder. ("Said to" because the accounts of her participation surfaced later when she had become a powerful woman with vengeful enemies.)
Finally, on August 24, 410, someone opened the Salaria Gate (now the Pincian Gate at the end of Via Venetto), and Alaric's Visigoths poured into Rome. There was pillage in the city but not much rape -- Alaric's barbarians were Christians taking a Christian city. Many were enslaved, but most were quickly ransomed because the Visigoths would rather have the money than the people. A few high level personages were taken as hostages, and Galla Placida was one of them. The sack only lasted three days and then Alaric's army moved south in search of food and supplies.
Galla Placida moved out with the Visigoths and was in their camp when Alaric died of natural causes and was succeeded by Atawulf (Adolphus), his brother-in-law. Atawulf eventually led the barbarians back north and over the Alps into France, taking Galla Placida with him. By the time the Visigoths settled down, Galla Placida had fallen in love with Atawulf. Their marriage in 414 was one of the early episodes in the founding of the Visigoth kingdom in Aquitaine, but none of her Empire relatives attended -- Honorius, still in Ravenna, roundly condemned the love match. Galla Placida traveled with the Visigoths into Spain and there had a son who died in his infancy.
But within a year of the marriage, Atawulf was dead, killed in a Visigoth internecine encounter. Atawulf's murderer and successor, Sigeric, lasted only a week before he was slain, in part because he had "mistreated" Galla Placida after killing her husband. Accounts are not specific about what he did, but it probably was political and civil rather than sexual -- rape would almost certainly have been noted had it occurred. Another new king, Wallia, was proclaimed, and he restored Galla Placida to her dignity. Within a year, she was back in Ravenna in her brother's court. By some accounts, she was simply allowed to go to her family, but other versions say she was sold to Honorius in return for a generous shipment of food and grain. It probably depended on your viewpoint.
On January 1, 416 AD, Honorius married her off, against her will, to his current military commander Constantius. Honorius appointed Constantius co-emperor (as Constantius III) in 421, but Constantius died of pleurisy seven months later, leaving Gala Placida to raise their two children, Justa Grata Honoria (who rapidly disappeared from history) and Valentinian. Galla Pladida and her brother Honorius soon quarelled, and after street battles in Sienna among their rival gangs of followers, she fled with her children to Constantinople, where Theodosius II was now ruling. Honorius died in 423, and Theodosius II sent Galla Placida back to Ravenna to rule as "Augusta", the mom of the new Western Emperor Valentinian III, her six-year-old son.
The new Augusta quickly put down all opposition, coopted the powerful general Aetius (after a failed attempt to have him arrested) and became an efficient and effective ruler -- the first the Western Empire had had for many years. As Valentinian matured, Galla Placida passed some power to him, but eventually gave even more power to Aetius, who obviously had more intelligence and skill and a real aptitude to rule. Valentinian was described as spoiled, pleasure loving, and heavily influenced by sorcerers and astrologers, so it's not surprising that Galla Placida sought a successor outside the family. Her greatest accomplishment in later life appears to have been in maintaining this difficult balance: power was in the hands of the loyal General Aetius, but her son kept the title.
Galla Placida died in Rome at the end of November, 450 AD, after spending the last years of her life aggrandizing the Church -- building the authority of Pope Leo I (The Great) and overseeing the construction and restoration of grand churches in Rome, Ravenna, and Rimini. Her burial place is unknown, but it is almost certain that her remains are not in the Ravenna structure known as the Mausoleum of Galla Placida, which was really a chapel she or Valentinian built and dedicated to St. Lawrence.
As noted in the title, Galla Placida was surely a woman with connections: she was the granddaughter of an Emperor, the daughter of an Emperor, the sister of two Emperors, the first Queen of the Visigoths, the wife of another Emperor, and the "Augusta" who ruled on behalf of an her son/Emperor before passing on authority to him and power to his General.
Biographic information on Galla Placida:
Alaric and Stilicho: http://www.mmdtkw.org/VAlaric.html