I read this in a paperback sci-fi anthology in the early nineties, as far as I can recall. It was probably originally published in a magazine.
The story is told in the form of extracts from a book, or excerpts of field notes describing a ceremonial dance put on by a specific tribe of humans that tells their people's mythical origin story, with footnotes explaining the myth to the reader and describing the actions of the shaman as he tells the story. It's very much in the style of a European researcher describing a non-Western people - think native Americans or hunter-gatherers in Africa. The twist is that the these humans live in the far future, their mythology features robots and cyborgs, and the observer is an alien.
The myth tells the story of a young woman who is kidnapped from her tribe by a robot or cyborg-like being that has fallen in love with her. She bears it hybrid children, and even though the children are dangerous killers, she refuses to kill them and return to her tribe. I recall they were named something like "little wounding girls" despite not looking very human.
The story ends with the alien anthropologist noting how beautiful the myths of humans are, and how sad it is that they're dying out.