WARNING: Contains spoilers for Avengers: Endgame and the Thor movies.
After the events of Avengers: Endgame, Thor has proven he's one of the most valuable MCU characters in any state. Thor has endured some of the most notable losses in the MCU, and to watch the Odinson pick up what is left of his pride and his ax and go right for Thanos's head this time was extremely satisfying for the Asgardian's fans. Even in Infinity War, Thor came the closest to taking out the most powerful threat to the universe single-handedly. And although he made the mistake of driving his ax into Thanos's chest instead of his head, he still proved he was worthy enough to fight the Mad Titan. The godly Avenger has secretly always been the mightiest - as have, arguably, his solo films.
Thor, Thor: The Dark World, and Thor: Ragnarok are the most underrated Marvel movies. The Iron Man films kicked off the Marvel Cinematic Universe, the Captain America films had the acclaimed The Winter Soldier and Civil War, and the Guardians of the Galaxy and Ant-Man movies are loved for their lightheartedness. But while Ragnarok is held in high regard, the Thor series as a whole always gets the short end of the stick. If you've been sleeping on the trilogy, there are plenty of reasons why you need to wake up to it.
Positive male role models like the Asgardian God of Thunder are becoming an invaluable presence in contemporary media. Thor was once a "vain, greedy, and arrogant" boy, but he has matured into a man who isn't just physically strong, but emotionally and psychologically strong as well.
Unlike his unstable brother, Thor learns from his mistakes and becomes more selfless, compassionate, open-minded, and respectful over the course of his films. These traits are part of what keep him going as he endures all the loss the MCU throws at him.
The path of the hero is often a lonely one, and by now, no other Avenger knows that better than Thor. Sure, a lot of MCU characters have lost parents, friends, and significant others; Steve Rogers even lost decades of his life. But Thor lost his mother, father, adopted brother, sister, best friends, girlfriend, hammer, eye, and entire planet - along with most of its people. And yet, he always finds the strength to keep going.
By the time Thor takes off Thanos's head in Avengers: Endgame and realizes there is nothing left to gain, he retreats to found New Asgard before resigning to a life of alcoholism. Once he gets word that the Avengers could, in fact, save the universe, he allows his friends to help him face his fears head-on. And in the end, he successfully saves the day... again.
The value of forgiveness and redemption are at the heart of the Thor movies. Despite the many times that Loki has gone out of his way to trick him, Thor never stops believing in his adopted brother, which pushes the would-be ruler of Earth to make the decision to sacrifice himself for the greater good in the end. Learning to deal with Loki's villainous antics in a mature way makes Thor a better hero, and in turn, he can take some small comfort in knowing that Loki's sacrifice was his way of repaying Thor's faith in him.
Thanks to a strong performance from Tom Hiddleston and an incredible five-movie arc, the trickster god wormed his way into our dark hearts and is going to be very hard to replace, even though it looks like he's escaped with his life yet again.
Part of what makes Loki so spellbinding is his charm, not to mention the way he always manages to garner sympathy - no matter how many times he proves he always has ulterior motives. Although many might argue that Thanos deserves the mantle of most sympathetic MCU villain because his mission, though flawed, is propelled by the pure goal of indiscriminately restoring peace to the universe; Thanos's purpose is centered around the idea that wiping out half of all life is the solution to the world's problems. He takes his messiah complex to the extreme by acting on an ideology that, regardless of how valiant his goals are, is perhaps the most frightening kind of evil.
Loki, on the other hand, is self-serving and pretentious but also powerful. And in the end, he sacrifices himself for his brother, proving he really did have some good in his heart.