Leonidas (the appropriate Doric form) was Agiad king of Sparta between c.490 and 480 BCE, in which year he perished heroically in the defense of Thermopylai. See generally OCD(4) s.v. Leonidas(1); Poralla/Bradford, A Prosopography of Lacedaemonians s.v. Leonidas; and, for the primary narrative, Herodotus 7.198ff. (web address 1).
[1] Herodotus refers only elliptically to Heracles' death by burning and his apotheosis, at 7.198.4 (web address 1).
[2] Herodotus attributes this saying not to Leonidas but to the Spartan Dienekes (7.226: web address 2).
[3] Not in Herodotus, but see e.g. Plutarch, Moralia 225D; also in Cicero, Valerius Maximus, et al.
[4] As the text is punctuated, 'with the three hundred Spartiates' must be taken with the preceding phrase about the branding of the Thebans; however, this makes no sense. Perhaps the punctuation should be emended so that the next sentence reads 'With the three hundred Spartiates, an epitaph was written for Leonidas', though even this is syntactically awkward.
[5] This epitaph (Greek Anthology 7.249), by Simonides, was for the Spartiates and not for Leonidas alone; the wording given by Herodotus has a)gge/llein for the Suda's unmetrical a)/ggelle. See Herodotus 7.228 (web address 3), which also quotes an individual epitaph for the prophet Megistias but not for Leonidas.
[6] Apparently a garbled reference to the Athenian capture of Spartan forces on Sphakteria in 425 BCE, i.e. during the Peloponnesian War (see Thucydides 4.8-41: web address 4); Sphakteria played no part in the Persian War. Adler notes that in the present entry Hermann suggested a corruption of *Qermopu/las fulakth/rion, but the connection of Leonidas with Sphakteria also appears at sigma 1713, q.v. For a recent study of the problem see Paradiso, as cited there.
[7] So the transmitted text; however, o)pw=n 'openings' should probably be emended (as in the editio princeps of the Suda) to o)rw=n 'mountains'.
[8] Theophylact Simocatta, Histories 2.6.6, on the death of an anonymous (but heroic) soldier in Heraclius' army. The four names there, called up from the past, make only a loose chronological and contextual fit with each other: nos.2-4 are Persian-War heroes (for Kallimachos see kappa 226; for Kunaigeiros, kappa 2695), but 'the famous Macedonian' can hardly be other than Alexander the Great (alpha 1121).