According to one source, there were three: Aegiale, Aegle, and Aetheria. According to another source, there were five: Helia, Merope, Phoebe, Aetheria, and Dioxippe.
Their brother, Phaeton, died after attempting to drive his father's chariot (the sun) across the sky. He was unable to control the horses and fell to his death. The Heliades grieved for four months and the gods turned them into poplar trees and their tears into amber. According to some sources, their tears (amber) fell into the river Eridanus.
Ovid II, 340.