Thor's publication history at Marvel consists of what I'd deem three great eras: the Stan Lee/Jack Kirby era (Journey into Mystery#83-Thor#177), the Walter Simonson era (Thor#337-382) and the Tom DeFalco/Ron Frenz era (Thor#383-459). I realize I won't get a lot of traction from fandom on the last example.
As such, my recommendation to the curious would be they track down copies of the Marvel Masterworks reprinting Lee & Kirby (albeit the early Thor stories - especially the non-Kirbys - are rather weak), the Walter Simonson Omnibus volume and what little DeFalco/Frenz material there is (so far the Thor vs. Seth arc and one volume of Thunderstrike).
So, rather than point you to specific trade paperbacks, I'm going to chat about my favourite moments in Thor history; many of these will originate in the aforementioned creative eras.
So far as I'm concerned, this was the story where Lee and Kirby really figured out how to make Thor work as a series and, generally, they didn't make many missteps from here on out. After numerous tales in which Loki bedeviled Thor by recruiting lackeys (who generally failed within 15 pages), this is where Loki began using his wits to make Odin destroy Thor for him; previously, Odin's problems with Thor were his own issues, but here, faced with Thor (god of thunder) and Loki (god of evil) accusing each other, the god of wisdom sentences them to face the Trial of the Gods, which will pit them against the most arduous environments of Asgard. Odin's such a tool it's little wonder he gave his son a hammer.
Naturally, Loki cheats on the test, but Thor's testimony still isn't good enough for the omniscient Odin, so Thor spends several issues trying to obtain evidence, then having to save Asgard from his wicked brother. At this point, the series flows seamlessly from one crisis to another, establishing a firm continuity which ran unbroken until 2004. Not too shabby.
In the early years of Thor, his secret identity of lame doctor Donald Blake was torn by his love for nurse Jane Foster, assured by his father that no god could marry a mortal. Thor eventually gave up his secret identity to Jane and Odin conceded to let them wed; in this issue, Odin completes the affair by transforming Jane into a goddess, making her a fit mate for his son.
However, Jane doesn't like any of this. She's fearful of all the violence in Asgard, afraid of her own power of flight and altogether happier being a mortal. At her own request, Odin strips her of her powers and returns her to Earth, effectively removing her from Thor's cast; don't feel too badly for Thor though, since he meets a certain raven-tressed beauty from his past only a few pages later.
Jane was the only supporting character tied to Earth and her removal effectively dispensed with the need for Thor's secret identity (and yet Blake clung on for another 200 issues!). It would be years before Jane returned (briefly) to the series and not as a true romantic interest until the nostalgia-laden 1998 Thor relaunch. She's still part of the series now, but I think it was a gutsy move for Lee/Kirby to exile her from the series at its peak.
The entire Roy Thomas/John Buscema run from Thor#272-278 is an interesting one. Thomas, being the original fan-turned-pro, used the story to reconcile some of the differences between the Marvel version of Thor and the one from Norse mythology. Several characters who had been important to the myths but unseen in the comics appeared here for the first time. The plot concerns the events of Ragnarok, Twilight of the Gods, which begins to play out in a fashion similar to how it was described in the myths. Central to all of this is a crew of mortal filmmakers trying to make a documentary in Asgard. One these men - Red Norvell - is quite taken with Sif and Loki leads him into becoming an ersatz Thor.
Red Norvell is the first of many "replacement Thors," but unlike those who follow he's designed as an antagonist. The really clever part is that his red beard makes him a closer match to the mythological Thor than the Marvel hero, to say nothing of his wearing Thor's belt of strength and iron gauntlets. As Ragnarok plays out in #278, it's Red who faces the Midgard Serpent, the creature Thor was meant to perish battling. Red gives up his life in Thor's stead, granting him an honourable finish.
Overall, the Red Norvell story arc was effective at introducing more characters and themes from Norse mythologies, something subsequent writers would continue.
Thor#300: the Celestials
In the days of Kirby Thor would face the likes of Ego, the Living Planet or Galactus, but managed to come off rather well. In this issue, the climax to a story arc Roy Thomas began in Thor#282, Thor tries to prevent the enigmatic Celestials from passing judgment over the Earth, fearing if they judge against the planet it will be destroyed. What follows are scenes of Thor at his most powerful, most dangerous and most heroic.
And it doesn't mean a thing. The silent Celestials take everything Thor, Odin, the Eternals and all the gods of Asgard can dish out and more or less ignore them. The ultimate solution to saving Earth winds up being an act of diplomacy, but Thor's hopeless efforts at withstanding the Celestials rank amongst his most impressive moments.
Thor Annual#9: Just a Pawn
In this special, Odin plays a cosmic game of chess against Dormammu, a demonic Dr. Strange villain who lords over the Dark Dimension. The result of Odin and Dormammu's game will determine the fate of the universe itself, so Thor refuses to remain uninvolved. Unable to strike at Dormammu himself, Thor breaks into the Dark Dimension to try and bring down Dormammu's sister, Umar.
Just in time, Thor discovers if he'd interfered with the game, Odin would have forfeited and Dormammu won; by honourably removing himself from the battle, Thor ensures Odin and Dormammu play to a stalemate. Only afterwards does Thor learn his piece on the board was represented by one of Dormammu's pawns.
I love this story; it's one of the few where Thor does the wrong thing for the right reasons, yet manages to keep me sympathetic to his perspective.
Graphic Novel: I, Whom the Gods Destroy: Thor Faces Reality
This story breaks from a lot of readers' expectations of Thor, having him reject his godhood, engage in casual sex, speak in 20th century English and never face an antagonist. Dr. Blake is plagued with guilt when a patient dies on his operating table so he gives up surgery and godhood. Eventually he reclaims his hammer, but refuses to own up to people's perceptions of him, trying to enjoy life in the mortal world. All of Blake's refusals to resume practicing surgery eventually lead to an obvious finale, but it's enacted with a terrific sense of originality from Christopher Priest. If more stories with Dr. Blake had been like this, he wouldn't have been written out.
Christopher Priest has said while writing Power Man & Iron Fist he made a point of restricting Luke Cage's "jive" lingo, noting African-Americans were less likely to use such slang around white people. I wonder if he had a similar idea with Thor - to have Thor speak 20th century slang on Earth, faux-Shakespeare to other Asgardians.
Thor#344: Loki's Neck, Meet Balder's Sword
Having gone through Hel itself during the aforementioned Ragnarok, Balder gives up on violence. However, when Odin assigns Balder to deliver a message to Loki, he finds himself facing an army of Dark Elves who have come to enlist Loki's neutrality in the impending war with Surtur the fire demon. Balder is forced to resume killing to complete his task, only to find Loki had already signed the treaty with Surtur. Balder doesn't take Loki's gloating at all well.
Even a god of evil has standards!
Following Odin's apparent death, Thor is tortured with grief. Encountering the giant Tiwaz in the frozen wastelands, Thor is nursed back to strength by the mysterious sorcerer. Recalling how his father often assumed disguises to test his character, Thor wonders if Tiwaz is yet another masquerade. Although Tiwaz, supposedly a hermit, demonstrates a surprising store of knowledge about Odin and Asgard, he repeatedly denies being Odin. The truth is much more surprising, yet Thor never learns it.
A gang of children belittling a classmate who idolizes Thor confront Thor's friend/rival Hercules and challenge him to identify who's more powerful: him or Thor? Hercules, always one for a grand tale, regales the children with an absolutely ludicrous fight against Thor which casts the god of thunder as cowardly and egotistical, along with various feats of strength which are just plain impossible.
Eventually, Hercules realizes if he continues his story in this vein, the Thor-idolizing child will be humiliated. So, he swallows his own pride and abruptly changes the tone of his tale, giving the victory to Thor.
Hercules' warmth and friendliness shines through in this story, clearly paving the way for his eventual series Incredible Hercules.
Thor#362: Skurge's Last Stand
For two decades Skurge the Executioner was the mere lackey of Amora the Enchantress, showing up to lend a physical presence against Thor, as opposed to the Enchantress' efforts to seduce the thunder god. Enchantress' methods were unique in comics and she would frequently appear without the Executioner in other books; the Executioner was just another strongarm and seldom appeared in other books without the Enchantress. Adding insult to injury, while Skurge was clearly in love with Amora, he was helping her try to win Thor's heart, making him pathetic for believing she truly loved him.
Thor#360-362 changed it all; having been rejected by Amora yet again, Skurge joins Thor's mission into Hel to rescue mortal souls from Hela, goddess of death. However, an error by Skurge brings the wrath of Hela upon the entire company and Thor prepares to stand alone against the armies of Hel to give his comrades time to escape.
This isn't the greatest death in comic books; it's the greatest death in fiction. Uh, your mileage may vary.
Thor#379: the Heroic Proclamation
Cursed by Hela with immortality yet unable to heal his wounds, Thor is in rough shape, donning protective armor to hold himself together. The Midgard Serpent seizes this opportunity to demolish Thor, hoping to alter the prophecies of Ragnarok in its favour. However, with the Serpent disguising itself as the dragon Fin Fang Foom and Thor in his armor, the two enemies don't recognize each other.
Thor#382: Thor's Sense of Humour
Having removed Hela's curse, Thor visits Loki, who played no small part in his woes. Loki is aloof, knowing he and Thor will battle each other again and thinking Thor has no leverage with which to punish him. He's wrong.
Thor#388: the Celestials, Redux
Attempting to save an alien world from the Celestials (who have already judged it unfit), Thor once again gives everything he has to combat them, even shattering Mjolnir in an ultimately futile attempt at halting their progress.
Yes, this is one reason why DeFalco & Frenz get a lot of rope from me. Go get 'em, Thor!
Thor#390: Captain America is Worthy
This really belongs on a Captain America list, but...
At this time, Steve Rogers had been stripped of the Captain America identity by the US government, who gave the outfit to an obedient lackey. Now garbed as "the Captain," this marked Steve's first encounter with Thor following the loss of his identity. He has more bad news for Thor: their old friend Iron Man, then in the midst of the "Armor Wars" had turned fugitive and even struck Cap down from behind. Thor wonders if he can still believe in his old friend, thinking if Iron Man can become an enemy, even Captain America could have compromised himself. However, when Thor's attacked by some Egyptian gods and separated from Mjolnir, the Captain comes to Thor's rescue...and how!
Part of why I love this moment is the Captain doesn't suddenly adopt Thor's costume or powers - he just swings the hammer at a few of the enemies, then returns it to Thor. I love how secure the Captain is about himself and Mjolnir's ownership; he wields the hammer only long enough to return it. It's a terrific bonding moment.
Ah, Eric Masterson. During the DeFalco/Frenz years, Eric served as Thor's new mortal identity, but unlike Dr. Blake Eric was a real person who had to share his life with a god. After Thor was exiled by Odin for murdering Loki, Eric was given all of Thor's power...but he had none of his friend's experience to draw upon. This led to comedic moments like this, as Eric uses Mjolnir to home in on the Absorbing Man...only for his cape to get in his way.
It's for moments such as these Eric earned his moniker "the Everyman Avenger."
Thunderstrike#8: Thunderstrike the Bully
After gaining a heroic identity of his own - Thunderstrike - Eric's own book did an excellent job of continuing his story, placing him into situations Thor simply wouldn't work in. When Eric's son Kevin is held hostage by Bobby Steele, newly-wed to Eric's ex-wife, Eric believes only Thunderstrike's sheer might can get Kevin back. However, Kevin discovers Bobby is out of his mind from drug abuse and gets him to stand down.
Thunderstrike#10: Taking One for a Friend
As a bank robber starts a crime spree dressed as Thor, Thunderstrike worries about the effect it's having on his friend's reputation. Unable to convince the public the thief isn't the real Thor, Eric takes matters into his own hands and impersonates Thor himself!
Thunderstrike#24: Hoo boy.
In the climax of Thunderstrike's series, Eric takes the cursed axe of Skurge the Executioner to defeat Seth, Egyptian god of death. He wins, but the axe possesses Eric, rendering him dangerous and too powerful for the Avengers to defeat. Battling the axe's influence within his own mind, Eric, joined by the spirit of Skurge, purifies himself of the axe.
Just this year, Kevin inherited his father's powers in DeFalco/Frenz's new Thunderstrike mini-series. And the legend continues...
Thor#85: Beta Ray Bill, Sole Survivor
With the decision to cancel Thor in 2004, Michael Avon Oeming was able to bring about the Ragnarok story to end all Ragnarok stories as every Thor cast member is brought to their demise. Well, everyone except for Beta Ray Bill, the alien hero from Simonson's run who had proved himself worthy of Mjolnir. Although Bill is prepared to die for his adopted home, Thor sends Bill away so he won't be present as Asgard dies. Thor's rationale for this is rather wonderful.
For all the sturm und drang present in Oeming's Ragnarok story, this little moment Thor and Bill share was, for me, the emotional core of the epic; I originally read it in script form months before publication and just seeing the words I remarked, "Oh, wow...this really is the last issue of Thor. They're going through with it."
I hope you enjoyed this list; feedback is appreciated. I'd love to hear which Thor stories are your favourites!