Many of the very early issues were hilarious, containing moments like Loki being tricked by a cardboard cutout◊ of Thor and Loki trying to escape by summoning a flock of pigeons.
Loki also attempted to evade Thor by turning himself into a pigeon. This attempt... did not go well.
From issue #603, courtesy of the lovely Sif:
"And what of the Warriors Three? Hogun and Fandral would fight their way through the same Nine Worlds if they stood between them and you. And Volstagg would eat his way through. And he would get there first."
From that same issue: Asgardians interacting with Muggles is always inherently funny. The Warriors Three take it to a whole 'nother level.
Volstagg: Good day, citizen. Man: Mornin'. (beat) Man: Grow 'em kind of big where you come from, don't they? Volstagg: My girth brings fear to my enemies. Fandral: Also the sidewalk. Volstagg: Silence!
The Warriors Three and ordinary mortals have always been a hilarious combination. During Simonson's run, the Warriors Three do New York, and it is alternately hilarious and heart-warming, such as when Hogun terrifies the Power Pack and Volstagg drinks a bar (yes, a WHOLE BAR) under the table.
A mortal fry-cook named Bill tries to ask the Asgardian ice goddess Kelda out. He's holding a bouquet and standing on the ground, looking up at the floating kingdom of Asgard in the sky. Kelda looks over the wall and asks him to throw the flowers to her, despite his protests that he can't possibly throw that high. After several tries, he ties a rock to the bouquet and throws it, only for the rock to hit Kelda in the face. Depending on your point of view, this can also be a CMOA and a CMOH.
In fact one of them worries that other players might save up their points and them use them to stab the other players.
Later, after he dies and goes to Valhalla in a CMOA he asks one of the guys eating with him to pass the ketchup. They all think he's talking about a weapon.
In the same story, Loki travels back in time and murders his abusive biological father. As he returns home:
Loki: "If everybody could do that, we could save a fortune on therapists."
The Warriors Three (Hogun, Fandral, and Volstagg) in the same series are especially hilarious. Especially Volstagg. The best is when the aforementioned Bill is trying to get the attention of an Asgardian and draws the gaze of "Volstagg the Great and Baldur the...also great!" When they are told he is looking for Kelda, they simply look at each other and say, "Kellllldaaaaa..."
One Warriors Three story starts out with the Three stranded on the streets of New York, trying to hail a cab. After the adventure, the story ends...with the Three stranded in New York, trying to hail a cab. The Here We Go Again look on Volstagg's face cracks this troper up.
Classic scene from The Mighty Thor; it's the final, cosmic battle against Surtur, and Odin, Thor, and Loki charge in with ringing battlecries:
Odin: FOR ASGARD!
Thor: FOR MIDGARD!
Loki: FOR MYSELF!
Loki decides to transform Thor into a frog. Unfortunately for Loki, Thor-as-Frog is still worthy to lift Mjölnir. . .
Honestly the entire Walter Simonson Thor-as-Frog storyline is a CMOF, but special credit has to go to issue #366. The cover demands "What Do You Call a 6'6" Fighting-Mad Frog?" Turn the page to find out that the issue is titled "Sir!"
In Simonson's run, Loki tricked Asgard into believing he could lift Mjölnir, in an effort to claim the throne, by hurling a fake far away. When Thor discovers the treachery, he simply tosses the real Mjölnir to Loki in front of everyone and Loki just collapses.
After Thor is banished from Asgard, Fandral and Hogun try and convince Volstagg to go after Thor with them. Volstagg is drunk, and in between him trying to make sense of what they're saying, he keeps mistaking a pig for his wife. Funny, yes, but the best bit is at the end, when he falls unconscious again:
Fandral: We've told you this three times before, and you always collapse at this point.
After executing a plan in The Mighty Thor #21, Loki's response to Thor's questioning is an understated "Yaaaay Loki". The lack of punctuation sells it completely.
During a storyline in which Asgard has appeared in the skies over Oklahoma, a postman arrives and just stares for a moment. Then he hammers a mailbox labeled "1 Asgard Road" into the ground so that he can drop off an invitation to a town hall meeting.
In the same volume, when Thor recreates Asgard in the desert the police arrive to explain that Thor can't simply build on that land. What does Thor do? He lifts the entire city up and then sets it afloat 8 feet above the ground!
When the Asgardians go to a town hall meeting, they learn about septic tanks and sewer systems. They also explain the Asgardian waste management system: Throw it over the walls of the city. Which they were still doing, and embarrassed to learn it wasn't OK to do so.
In issue 12 of Jason Aaron's run on Thor: God Of Thunder, Thor goes about doing all the sort of things you'd expect to see from Superman, befriending people on Death Row and staying with them until they die, taking Jane Foster who is currently undergoing chemotherapy for breast cancer to see sunrise from the moon, drinking with veterans, creating rain in drought stricken areas and generally serving the public and being a nice guy, something shown in lots of single panels... including one where he's standing in the middle of a bunch of people waving placards that say, 'God Hates You' and screaming, with a pissed off expression and raining down lightning bolts just to scare the crap out of them and show them what a god who hates them is like. A public service indeed.