Karl E. H. Siegfried has provided a very thorough discussion of how the recent Thor movies have handled the Norse myths surrounding their central characters. It’s very much worth the time to ponder the changes the film-makers (and Stan Lee and Jack Kirby before them) have made to the source material. In short, Marvel’s Thor (and Odin, Loki, etc.) have been largely stripped of what first made them significant. Instead, they are used to project something more in keeping with the Judeo-Christian values espoused by most North American moviegoers.
Incidentally, Lars Walker wrote something quite similar (albeit from a Christian point of view) when the first Thor movie came out a few years ago.