Khufu and his consort Chay-Ara were killed by the jealous priest known as Hath-Set, but the couple’s love allowed their souls to endure, resulting in them continuing to be reincarnated across many lifetimes.
By the 1940s (or simply contemporary times, depending on the continuity) Khufu and Chay-Ara are living as Carter Hall and Shiera Sanders, and fighting crime as Hawkman and Hawkgirl, respectively.
For those unfamiliar with the Cater Hall iteration of Hawkman, he started out as Prince Khufu, who lived in ancient Egypt and discovered a crashed Thanagarian ship containing Nth metal, the substance that allows Hawkman to fly.