"You dare threaten me, Thor, with so puny a weap-" [tasered]
Bonus points for the hilarious irony of the god of thunder being dropped by a taser.
Selvig and Jane's shock and Darcy's line afterwards put the cherry on top of it all. "What? He was freaking me out!"
"YOU ARE NO MATCH FOR THE MIGHTY-" [injected] In the butt. Nose smooshed against the glass, with "squeeeek" sound effect as his face slides down the window. And absolutely perfect expression on Chris Hemsworth's face.
Thor is trying coffee for the first time:
Thor: This drink, I like it! Darcy: I know, it's great right? Thor:ANOTHER!![hurls mug to the floor]
God of Thunder walks into a pet store. Possibly the best moment in the entire movie.
Thor: I need a horse! Pet Shop Owner: We don't have horses. Just dogs, cats and birds. Thor: Then give me one of those large enough to ride.
The delivery makes it even funnier than it sounds. Just look at how earnest Chris Hemsworth's face is when he says it.
Not to mention that that scene clearly contains 2011's best Puppy Reaction Shot. Yes, that's right—as Thor comes striding into the shop, a number of adorable puppies look over curiously. The shop owner's expression of sheer, unadulterated "What the hell just happened?" is only the icing on the cake.
Thor referring to Coulson as "Son of Coul", which thanks to Memetic Mutation has become a Fan Nickname. Makes sense, too, because that is how Norse names worked, and in some parts of Scandinavia still do—if your name is "Jackson," it literally means your father is named Jack.
Thor's rousing speech when it comes to Sif.
Thor: And who proved wrong all who scoffed at the idea that a young maiden could be one of the fiercest warriors this realm has ever known? Sif:I did. Thor:[skips a beat, then recovers] True, but I supported you, Sif.
Thor is fighting Loki, and Loki is knocked down, so Thor... Puts his hammer down on Loki so that he can't get up while he's trying to figure out what to do next in regards to the portal.
Loki: "It's good to have you back. Now if you'll excuse me, I have to destroy Jotunheim." There's just something about the way he says it. Like he's about to pick up milk from the store or something.
Frost Giant Soldier:[to Thor] Run home, little princess. Loki:[completely deadpan]Damn.
From the deleted scenes, Loki you-have-to-be-kidding face when discovers that his plans are out of control because Thor has signed him in for that little trip to Jotunheim.
A small moment when Loki negotiates with Laufey, as he offers to trade them back the Casket of Ancient Winters to return Jotunheim to its former... extended awkward pause... glory.
Loki is about to fall off the Bifrost and Thor kneels down to help him. It is an illusion, and Loki walks up from behind, cackling. It is not just an evil laugh, or him gloating, Loki apparently genuinely thinks it's just really funny.
The deleted scene that starts with Loki being a dick and terrifying a servant for the lulz, and then ends with the lines:
Loki: ...never doubt that I love you. Thor:[claps Loki on the shoulder] Thank you. Loki: Now, give us a kiss!
When Thor returns to Asgard.
Thor: Why don't you tell her? How you sent the Destroyer to kill our friends, to kill me! Frigga: What? Loki: Well, it must have been enforcing father's last command. Thor: You're a talented liar, brother. Always have been. Loki:' It's good to have you back.
Agent Phil Coulson
The SHIELD agents first spot the Destroyer, but mistake him for another Iron Man prototype. Easy assumption to make, the poor guys!
Agent: Is it one of Stark's? Coulson: I don't know. That guy never tells me anything.
And then when the Destroyer prepares to blast them, Coulson just gives it the most deadpan This Is Gonna Suck look ever.
Coulson: It's not easy to do what you did. You made my men, some of the most highly trained professionals in the world, look like a bunch of minimum-wage mall cops. That's hurtful.
Later, just as Thor and Jane head where the Bifrost bridge will appear.
Coulson:[as Thor and Jane fly off] Wait, we need to debrief you!
Before that, his greeting to Thor after seeing him restored to his full godly glory:
Coulson: Donald? I don't think you've been completely honest with me.
Dr Eric Selvig
Erik's conversation with Agent Coulson.
How did an MD tear through an entire camp of highly-trained SHIELD agents? "Steroids!"
When it seems like they are about to get away.
Coulson: ...and Mr. Selvig? Keep him away from the bars. Erik: I will. [as soon as they are out of earshot] Thor: Where are we going? Erik:To get a drink. Phil: [to other agents] Follow them.
Immediately after that, Thor and Selvig drinking—boilermakers served in giant liter-and-a-half mugs, Vodka shots dropped, and then a good ten-second shot of Erik and Thor trying to chug it down, with Erik's only visible eye staring at Thor in disbelief while trying to keep up.
There's a deleted scene on the DVD at the bar where Selvig imitates Thor by smashing his mug of beer and demanding "ANOTHER!" They both say it and then the bartender repeats it and gives them another mug. Seconds later, they're going back to Jane's trailer and singing a drinking song.
This ends with Thor toting the unconscious Selvig back to Jane's. "We drank, we fought, he made his ancestors proud."
Plus Erik's goofy grin after what Thor pronounced.
Erik:[drunk] I still don't believe you're the God of Thunder, but... you ought to be!
The Warriors Three and Sif discussing what to do after Loki takes the throne. Hogun suggests they go and find Thor, Volstagg gets very nervous because that would be a betrayal and he thinks Heimdall may be listening. Cue guards.
Guards: Heimdall demands your presence. Volstagg: ...We're doomed.
They approach Heimdall, fully expecting to face one of Asgard's biggest badasses:
Heimdall: You would defy the commands of Loki, our king? Break every oath you have taken as warriors, and commit treason to bring Thor back? Sif: Yes, but— Heimdall: Good!
Even better, they can't figure out how to describe Volstagg...
In the deleted cut of that scene, Volstagg breaks off while the other three walk down the street. He then reappears behind the two agents and knocks their heads together, having apparently tracked them down by the smell of the burger one of the agents was holding. he then catches the burger as it drops from the agent's hand, takes a hearty bite of it, and walks off with an appreciative "Exquisite!" while munching on the burger.
Hawkeye's few lines are CMOF.
Hawkeye: Want me to slow him down sir, or you sending in more guys for him to beat up? Hawkeye: You better call it, Coulson, 'cause I'm startin' to root for this guy.