The philosopher Chrysippus believed that emotions are not things that happen to us, but things that we do. This means that we can bring emotion under the control of reason.
The philosopher who couldn't hold his drink
Chrysippus was born sometime around 279 BCE in the town of Soli, now on the southern coast of Turkey. Diogenes Laërtius says that Chrysippus first trained as a long-distance runner, but eventually, he came to Athens and became fascinated by Stoicism. He became a follower of Cleanthes (c. 330 — c. 230 BC), himself a disciple of Zeno of Citium, and when Cleanthes died, Chrysippus took over as head of the Stoic school.
Reports from the ancient world tend to agree that Chrysippus was remarkably skilled as a philosopher, and his reputation endured as an exceptionally able thinker. There may be a germ of truth in Diogenes's story about Chrysippus's earlier life in long-distance running. Because if Chrysippus had anything, it was stamina, discipline and self-control.
Chrysippus was a prolific writer. Diogenes Laërtius says that he set himself the discipline of writing five hundred lines a day. As a result, Diogenes tells us, his body of work was enormous, extending to more than 700 books. More cautious commentators than Diogenes suggest that Chrysippus wrote only around 200 works – still a huge output. Nevertheless, some snarkier voices in the ancient world argued that this prodigious productivity wasn't as impressive as it seems at first glance. Much of Chrysippus's output, they said, was made up of either repetition or of passages copied out from other authors. But there is no way of telling: most of what Chrysippus wrote is lost.
Unsurprisingly, given his substantial workload, Chrysippus was something of a hermit. He taught, lectured and wrote extensively. But he liked his own company and that of his family, preferring to avoid the social life of Athens. In one story, he was invited to hear Aristo, another philosopher, give a lecture. Chrysippus refused the invitation. His friends tried to persuade him, saying that everybody was going to be there. In response, Chrysippus said, “If I had followed the crowd, I should not have studied philosophy.” 
Sometimes, Chrysippus was persuaded to break with his quiet life and attend parties. But by all accounts, he wasn't much fun. Diogenes said that at parties, Chrysippus usually sat in the corner quietly, and after drinking he was unsteady on his legs.
As for Chrysippus's death, there are varying accounts. Some say that he collapsed while drunk, unable to hold his drink, and after five days more or less comatose, he passed away. Other accounts of his death are stranger still. In these accounts, Chrysippus met an old woman with a donkey. The donkey, apparently, was munching on figs, which the philosopher found hilarious. “Why don't you give the donkey some wine to wash down the figs?” Chrysippus told the old woman. Then he burst into vigorous laughter. And this, they say, is how he died: laughing at his own feeble joke.
It is likely that these accounts of Chrysippus's death are untrue. Chrysippus was a philosopher renowned for his austerity and his self-control. So putting about the rumour that he met his end by losing the run of himself, in the intoxication of wine or of laughter, may be a dig at both Chrysippus himself, and at his philosopy of self-control.
On Marmite, and why emotions are really judgements
Chrysippus's contributions to Stoic philosophy were extensive. He developed all three of the Stoic pillars of philosophy: logic, physics and ethics. And many scholars see him as responsible for putting Stoicism on a firm footing, ensuring its longevity in Greece and, later, in Rome.
One of Chrysippus's most famous works in the ancient world was On Affections (Περί παθών in Greek), which sets out his vision of human emotion. Although we know more about this than many others of Chrysippus's works, the work survives only in fragmentary fashion. Most of what remains comes from the physician Galen, who lived in the 2nd Century BCE, and who was an opponent of the Stoic view.
Chrysippus's On Affections was not just a distanced philosophical treatise. Instead, he intended to cure us of the problems that human emotions cause. So after setting out a theory of the emotions, the final section of the work was dedicated to providing a therapeutic approach to the problems caused by our emotions or our affections.
What emotions are
Chrysippus's argument begins with the claim that pathos (πάθος), which is usually translated as “emotion”, “affection” or “passion” involves a particular kind of judgement. This might seem curious to us. We might think that emotions just happen to us. But Chrysippus insists that emotions are also something that we do.
On the one hand, our emotions are passive (the word “passive” has the same root as “passion” and pathos), in that they involve being affected by a certain stimulus; but on the other hand, they are active, in that they involve two distinct judgements. The first is a judgement about whether this stimulus is good and bad. And the second is a judgement about what an appropriate reaction is to this stimulus. The crucial thing about this second judgement is that it induces movement: in other words, it leads to a particular response.
So, for example, if you feed me Marmite (please don't), the passive aspect is the taste of the Marmite on my tongue. But the active aspect is made up of two judgements. The first is my judging that Marmite is bad and unpleasant (it is). And the second is my judging that it is proper to respond to this badness by recoiling, or by loudly protesting that the person who has given me this to eat is a scoundrel.
Philosophy as Therapy
For Chrysippus, emotion is an affliction of the soul, much in the same way that sickness or fever are afflictions of the body. And one of the most important jobs of philosophy is analogous to that of medicine: to cure these afflictions of the soul. This was not an idea unique to Chrysippus. Plato, Aristotle, Socrates, and many others talked about philosophy using medical metaphors. But Chrysippus really took the idea of philosophy as therapy to heart.
Emotions seem to take us over, seemingly not under the control of reason, impelling us to act in this or that way, often to the detriment of ourselves and others. So for Chrysippus, a proper philosophical understanding of emotion is the first step towards a life well-lived. Because once we see that emotions are a form of judgement, we can start to bring them under our control. Once we master our judgements, then we can begin to wrestle our unruly emotions into some kind of order .
 J. B. Gould, The Philosophy of Chrysippus (Brill 1971), p. 7.
Books and articles
If you want to plunge into Chrysippus's thought, then Teun Tieleman's Chrysippus' On Affections: Reconstruction and Interpretation (Brill 2003) is the book that you'll want to read!
J. B. Gould's book is old but also worth looking at (see above in the notes section).
There's a Daily Stoic piece on Chrysippus that gives a nice overview of his thought.