He had the Greek army build a wooden horse inside of which he and nineteen other soldiers could fit. When the Greek warships retreated from Troy but left the horse behind, the Trojans thought that it was a peace offering.  The people of Troy brought it through the gates of the city. Late that night, Ulysses and the nineteen soldiers came out of the wooden horse and let the newly arrived Greek army in through the gates. The Greeks burned down Troy and saved Helen, but Ulysses still had a long journey ahead of him to return home to his beloved Penelope. 

Ulysses' return from Troy (as told in the Odyssey) took ten years and was plagued by perils and misfortune.  The story of his travels also forms the basis for the movie "O Brother, Where Art Thou?".