So, like ten years ago, Marvel Comics started a set of books based in a parallel universe to their normal characters; the Ultimate imprint. Most of the same characters exist, but the back stories all fit together much more cleanly, there's actual continuitiy, and the writers can do whatever they want (it's a limited-length run).
The Ultimate Thor storyline is so much better than the current movies, I often wish they would have used it instead of the scripts they went with.
I think the Thor movies are pretty good when Thor is on Earth, and pretty boring when he's in Asgard. Thor is hilarious in everyday situations, like taking the subway. The romance in the movies lacks pretty much any chemistry whatsoever. And you've got a stash of superhumans in Asgard that should be nigh invicible, but never are.
In the Ultimate Universe, superheroes are mostly made, not born. As part of the European Super Soldier Program - kind of the EU's counterpart to building a Captain America - they find this guy. They build their program around him; a funny looking vest that lets someone fly, genetic alterations to the guy to make him strong and nearly invicible, and a combination lightning generator/teleporter the size of a cinder block.
Bear with me. The guy then goes and has a psychotic break, probably because of the genetic experiments they ran on him. He thinks he's Thor, son of Odin, warrior of Asgard.
One storyline is that he's always thought this, and never admitted it; he's a God, made man, repowered to be a near-God.
Another storyline is that he really is Thor, and always was Thor, but his brother Loki remade reality to invent the whole Super Soldier program; his brother made up a story where Thor goes nuts so that Thor gets stuck in a psych ward.
At some points, although not many, Thor's not sure if he's nuts, or if Loki's dicking with him.
It's a hell of a lot more psychological, and best of all, plots built around this are possibly a lot more interesting than a literal God of Thunder. There's no need for Asgard outside of Thor's head, and he stays on Earth. He almost never talks to a female lead; the horribly misbalanced female lead isn't in the story. And as the audience, you don't know if the story is real, or just in the poor guy's head in the hospital, which works for me.