Iphigenia in Tauris

Apollodorus: The Library of Greek Mythology
from The Later History of the Pelopids

Not long after [he killed his mother and Aegisthus], Orestes was struck by madness, and, pursued by the Furies, he went to Athens, where he was put on trial in the Areiopagos. According to some, he was indicted by the Furies, or according to others, by Tyndareus, or again, by Erigone, the daughter of Aegisthus and Clytemnestra, and when the votes at his trial were evenly divided , he was acquitted.

When Orestes asked the oracle how he could be delivered from his affliction, the god replied that this would be achieved if he fetched the wooden statue that lay in the lands of the Taurians. Now the Taurians are part of the Scythian race, who murder strangers and cast their bodies into the sacred fire. The fire lay in the sanctuary and rose up from Hades through a certain rock.

So when Orestes arrived with Pylades in the land of the Taurians, they were discovered, captured, and taken in chains to Thoas, the king, who dispatched the pair of them to the priestess.

But Orestes was recognised by his sister [Iphigenia], who was performing the rites among the Taurians, and he fled with her, taking the wooden statue along with him.