- Draco in Leather Pants: Loki. Somewhat justified as the series begins after Thor and thus avoids his many Moral Event Horizons in The Avengers. Also somewhat mitigated by the fact that Loki's evil deeds are neither overlooked nor forgiven and his guilt over them when he returns to his right mind is by no means downplayed.
- Fanon Discontinuity: The writer of this series does not like the later additions to the Marvel Cinematic Universe, such as The Avengers or Thor: The Dark World. Not only are they not part of this storyline except as an alternate reality, but the author notes at the end of chapters often mention exactly why they don't consider those movies and their characterizations to be canon their stories.
- Iron Woobie: Annie. And George. And Mitchell. And Loki. In fact, pretty much everyone in this series is one of these.
- Jerkass Woobie: Mordred. And also Loki, pre-series.
- Ron the Death Eater: In Lonely Way Back Home, the Avengers of the alternate reality aren't nearly as nice as the counterparts that Loki is used to dealing with. So far, they could be considered Well-Intentioned Extremist, but they are kind of approaching the line at times.
- Now that the truth has started to come out, they're beginning to get a little nicer and more horrified at their actions. Even Thor gets uncomfortable when they start to realize they were wrong.