Thor shows up to lend Lady Sif and the Warriors Three a hand during the battle in Vanaheim:
Sif: I've got this completely under control! Thor: Is that why everything's on fire?
A bit later she saves him from an arrow without even looking.
Sif: [deadpan] You're welcome.
From the novelization:
Sif: Shouldn't you be battling trolls in Nornheim? Thor: I ran out of trolls.
After Thor curb-stomps a rock monster:
Thor: Anyone else?
And then, just like that, the others surrender. Fandral comments: "Perhaps next time, we should start with the big one."
Thor's increasingly frustrated attempts to get the flying ship started by punching random buttons. Loki tries to get him to go about it logically, and Thor's response is to hit the controls harder.
Loki: You must've missed something. Thor: No, I didn't. I'm pressing every button on this thing. Loki: Then don't hit it, just press it gently. Thor: [hitting the buttons harder] I am pressing it gently! It's not working!
And it does work.
Thor on the London Underground. "How do I get to Greenwich?" (This is even funnier for Londoners since the answer given is impossible).
The lady he asks barely blinks at his appearance when she answers. This is followed by her bumping against Thor clearly on purpose and clearly just for the chance to, much like Agent Carter to Steve Rogers, sneak a grab at his heroic pecs. And judging by his expression, he knows, and thinks it's funny.
Another passenger on the train also takes the opportunity to pull out her camera phone.
Possibly the biggest laugh of the entire movie: When Jane and Thor arrive back on Earth, Thor turns to look at the coat hangers... before hanging his hammer on one. Since his hammer doesn't rip it off the wall, we can assume that they were very worthy coat hangers.
There's also something inherently funny on Thor, who is a prince dressed in full regalia, getting into a simple car and riding around with Jane in it rather than having a huge procession preceding him.
While most of the scene is a Tear Jerker, there's this after Thor and Loki stop fighting after an argument concerning Frigga:
Thor: She wouldn't want us to fight. Loki: ...Well, she wouldn't exactly be shocked.
After Jane slaps Loki, watch Sif in the background. First she stays there looking surprised and then turns to Jane with an expression that seems to say, "I wasn't expecting that, but I'm kind of impressed".
Even better, Thor gives Jane a brief 'What the-?' double take, like he can't believe his girlfriend just hit his evil little brother.
From a TV Spot:
Loki: [after montage of Thor hitting various things with his hammer] Hitting doesn't solve everything, brother.
Loki in his first scene, before Odin on his throne; he doesn't take anything seriously, and genuinely fails to understand that he did anything wrong.
Frigga: Loki, please, don't make this worse. Loki: Define worse?
Odin: We are not gods. We're born, we live, we die. Just as humans do. Loki: Give or take five thousand years.
The facetious manner in which Loki clicks his heels together to stand at attention when he reaches Odin's throne.
Loki being damn near giddy with delight immediately after Thor releases him from prison.
Loki: This is so unlike you, brother! Very clandestine! Are you sure you wouldn't rather just punch your way out? Thor: If you keep talking, I just might.
Loki makes use of his illusionary powers by turning Thor into Sif, and afterwards turning himself into Captain America. Who he then proceeds to thoroughly take the mickey out of. Even the hilariously cheesy music from the WW2 presentation makes a return. And on top of it all, Chris Evans manages to nail a lot of Hiddleston's mannerisms and inflection in his performance, which just makes it even funnier.
Loki: [after turning Thor into Sif] Brother, you look ravishing. Thor: [with his normal voice] It will hurt no less when I kill you in this form. Loki: Very well. Perhaps you prefer one of your new companions, given that you seem to like them so much. [turns into Captain America] Loki: [in Chris Evans' voice] Oh, this is much better! The costume is a bit much, so tight... but the confidence! I can feel the righteousness surging! Hey, want to have a rousing discussion about truth? Honor? Patriotism? God bless Ameri--! [Thor clamps a hand over his mouth to avoid being overheard by a guard]
And then, when Loki asks for his daggers back, Thor appears to give them to him... but then Loki stops smirking, holds up his hands and reveals that Thor actually handcuffed him. Thor's grin is priceless.
Thor: I thought you liked tricks?
When Thor and Loki are escaping from Asgard in said flying ship:
Loki: I think you missed a column. Thor: Shut up. [they fly their ship out of the hall they've just wrecked] Loki: Look, why don't you let me take over? I'm clearly the best pilot. Thor: Is that right? Well, out of the two of us, which one can actually fly? [various aerial acrobatics ensue, and Thor manages to knock the top off a tower] Thor: Not a word. [pursuit is fast approaching] Loki: Now they're following us. [shots] Now they're firing at us! Thor: Yes, thank you for the commentary, Loki, it's not at all distracting! [they enter a tunnel, the wing of the craft accidentally cutting the head off one of the statues outside it] Loki: Well done! You just decapitated your grandfather.
Jane faints halfway through, and Loki says, in the most bored tone ever, "Oh dear, is she dead?"
Loki starts yelling at Thor, pointing out all the flaws to his plan; specifically, how bad an idea it was to steal a large and obvious ship in order to escape. Thor's response is... to push him out of the hatch. Then he grabs Jane and jumps out after him, where Fandral is waiting with an Asgardian boat.
And when Loki realizes that Thor lied to him about it:
Thor: Betray me, and I will kill you. Loki: [nonchalantly] When do we start? [later] Sif:Betray him, and I will kill you. Loki: It's good to see you too, Sif. [later] Volstagg: If you even think about betraying him... Loki:[bored] You'll kill me? Evidently, there will be a line.
While being examined in Asgard, Jane asks if she’s in a quantum field generator. The Asgardian medic replies primly that it's a "soul forge". When the medic reluctantly confirms Jane's description of what the soul forge appears to do, Jane turns to Thor with a grin and stage whispers, "Quantum field generator."
Odin arrives, and compares Jane being in Asgard to a goat at a banquet table. Jane is not happy with being compared to a goat.
Jane: Did he just...? Who do you think you are? Odin: I am Odin. King of Asgard. Protector of the Nine Realms. Jane: ...Oh.
When she realizes that Odin knows exactly who she is, she turns to Thor and asks, "You told your dad about me?"
Later, her quasi 'Oh Crap' when she meets Thor's mother. She wasn't ready to be introduced to the family, it seems.
Thor and Jane share a moment in a cave... and then Jane's phone starts ringing with its gangsta rap ringtone.
To add insult to injury, it's Richard calling her. Thor's changing facial expressions while she's talking to him are priceless. Once they're going again, he asks, "Who's Richard?" Jane's reaction is just as priceless.
Darcy: Look at you. [pokes Thor] Still all muscly and everything. So how's space? Thor: Space is fine.
And Darcy's reaction to Thor whizzing Jane off to Asgard with him via Bifrost is hilarious.
Darcy: HOLY SHIT!
As Thor and Jane disappear into the Bifrost, you can see it caught part of a police car. Back on Asgard, Heimdall has to dodge it just before they arrive.
Erik Selvig running around Stonehenge naked.
Birds appear at the feet of Ian, Darcy and Selvig; the latter comments:
Selvig: There's nothing more reasurring than realising the world is crazier than you are.
Then, he throws away his huge bag of meds.
Erik greets our heroes happily, in a shirt and tie... and his underwear. According to Ian, it helps him think better.
Before they go out to save the day: "I'd better go get my pants."
Erik: Your brother's not coming, is he? Thor: Loki's dead. Erik: Oh, thank God! Thor: ... Erik: I mean...I'm so sorry for your loss.
A literal Brick Joke: when the group discover the portals, they throw a brick into one of them, and it doesn't come back. Then later, when Jane wakes up from being unconscious, the brick appears of out nowhere and lands in the background.
Ian ends up throwing something into them... which don't come back. Darcy asks flatly, "Were those the car keys?" They were.
Another Brick Joke: Darcy asks for one of Jane's shoes to throw in, and after Jane wanders off she asks Ian for one of his. Later, when Thor and Jane are in the cave, Thor asks, "Why are there so many shoes in here?"
During the final battle, portals start opening up everywhere. Thor and Malekith end up in several realms, Darcy and Ian end up all over London…
Two fighter jets make an unintentional visit to Vanaheim when attempting to fire missiles at the Dark Elves' space ship. They manage to return to Midgard just after the final battle none the worse for wear.
Thor and Malekith land on London's Gherkin and both slide face-first (with classic sound effects) down the glass. The people inside can only watch in confusion. They even try to reach for the glass to save themselves, because without Mjölnir, neither of them can fly.
This might be a Shout-Out to Adventures in Babysitting, in which a Thor-obsessed girl named Sarah slides down a similarly transparent skyscraper in Chicago—nice bonus for that film's fans.
Jane and Erik try to evacuate the naval college, but everyone is just watching the battle:
Jane: What are you all doing? You need to get out of here! Now! Bystander: You're joking, right? That's Thor out there! He's waving his hammer around and everything!
After Ian saves Darcy, a portal transports them to Erik and Jane... while they're locked in a passionate kiss. With, just to be clear, Darcy dipping Ian.
Jane: Darcy?! Darcy: [surprised, she drops Ian] Jane?! Eric: [disbelief] Ian?! Ian: [embarrassed] Mr Selvig?! Darcy: [as Mjölnir rockets past the group looking for Thor]Myeh-Myeh?
Speaking of which, Mjölnir whizzing around, trying to find Thor. It's like a dog running through the house looking for its master's voice, and getting rather irritated over it. If Mjolnir had a voice, it would've been groaning from frustration.
Just to be clear, due to the rapid realm-shifting involved, Mjolnir is repeatedly going in and out of Earth orbit trying to get to Thor as he leaves and returns to Midgard.
The return of a behemoth from Jotunheim. Specifically the Brick Joke in The Stinger, where we see it trying to eat birds (and failing) in London. Seems like everybody forgot about it.
When it first bursts out, on Earth, one of the dark elves chasing Darcy and Ian looks up at the roar, leaning away, and falls over mid-run.
After Selvig explains how the convergence will affect things, using shoes as props, the camera reveals he's talking to a group of asylum patients. Stan Lee then asks if he can have his shoe back.
Wait for the credits; Stan is credited as "Himself".
Algrim/Kurse punches a rocky outcropping and tosses it at Thor. Thor got Tor-ed!
Darcy showing up in the middle of Jane's date with Richard and being her usual self.
Every line spoken by Chris O'Dowd, especially since it's quite easy to imagine he's actually playing his character from Family Tree.