In either 409 or 410, during Alaric's siege of Rome, she became the captive of the Visigoths, who kept her with them as they wandered through Italy, and later Gaul. She married Athaulf, brother of Alaric, and king of the Visigoths after his death, at Narbo[?] in January 414, although the historian Jordanes states that they married earlier, in 411 at Forum Livii (Forli[?]). Jordanes's date may actually be when the Roman empress and the Gothic king first became more than captor and captive. She had a son, Theodosius, by the Visigothic king, but he died in infancy, was buried in Barcelona, but years later the corpse was exhumed and reburied in the imperial mausoleum in Saint Peter's Basilica, Rome. Athaulf was mortally wounded by a servant of a Gothic chieftain he had slain, and before dying in the late summer of 415, instructed his brother to return Galla to the Romans. It the Gothic King Wallia who traded her to the Romans in return for a treaty and supplies early in 416.
Her brother Honorius forced her into marriage to the Roman Constantius in January of 417. They had a son who became Valentinian III and his rather more strong-willed sister, Justa Grata Honoria[?]. Constantius became emperor in 421, but died shortly afterwards, and Galla was forced from the Western empire to find refuge at Constantiople. After Honorius died, and after the suppression of Joannes, her son Valentinian was elevated as Emperor in Rome in 425.
At first she attempted to rule in her son's name, but as the generals loyal to her one by one either died or defected to Aetius, imperial policy came to rest in his hands by the time he was made patrician.
A good, modern study of Placidia and the times she lived in can be found in Stewart Irwin Oost, Galla Placidia Augusta, A Biographical Essay (1967).
Galla Placidia, A Storybook Princess (http://myron.sjsu.edu/romeweb/LADYCONT/art28.htm) (San José State University)