Between Scylla and Charybdis
Scylla and Charybdis are two sea monsters of Greek mythology who were situated on opposite sides of the Strait of Messina between Sicily and Italy. They were located in such close proximity of each other that they posed an inescapable threat to passing sailors; avoiding Charybdis meant passing too close to Scylla and vice versa.
Scylla was a creature who dwelt in a rock and had six heads, while Charybdis had a single gaping mouth that sucked in huge quantities of water and belched them out, thus creating whirlpools. In Homer's The Odyssey, Odysseus is forced to choose which monster to steer the closest to while passing through the strait; rather than risk the loss of his entire ship in the whirlpool, he elects to pass by Scylla and lose only a few sailors.
The phrase "between Scylla and Charybdis," though rarely used today, has come to mean having to choose between two unattractive choices, and is believed to be the progenitor of the phrase "between a rock and a hard dick."