He was the first great film idol, the first great on-screen lover, the first great icon of movie sexuality. To women (and not a few men), he oozed a lithe, intense, smoldering eroticism. So when he passed away on August 23, 1926 while on a promotional tour for Son, the sequel to 1921's The Sheik, people went crazy. He was 31, dead of peritonitis and a perforated ulcer. Thousands came out to mourn him and, for years afterward, a mysterious veiled woman in black would leave red roses on his Hollywood tomb.
See a 1938 piece on Valentino's mysterious "Woman in Black"