Even with four solo movies under his belt and several more appearances in team movies, there are still a lot of things the MCU fans might not know about the comic book version of Thor and his adventures. After all, Thor first appeared in Marvel Comics in August 1962 so even if the MCU kept producing new and new movies about him, it would barely scratch the surface.
While the basics of the comic book Thor made it into the MCU, there are some Thor comic storylines the MCU will never adapt. Either because they're too dark for the fictional universe or they don't fit with what's already been said and done.
5 Thor And Valkyrie Get Together
While Thor was too busy dating Jane Foster in the MCU and subsequently pining after Jane once she broke up with him, the comic book Thor had other relationships as well. One of the most notable ones happened with Valkyrie who also played a prominent part in the last two Thor solo movies. However, unlike their comic book counterparts, the MCU Thor and Valkyrie are unlikely to get together. For one, they have a friendship bond, not a romantic one. They come across as a buddy duo, not a potential couple.
Second, at the moment, each of them is elsewhere, with Thor running around with his adoptive daughter Love, going on adventures, and with Valkyrie ruling the New Asgard. So no matter how much some fans might ship these two, it doesn't seem that Thor and Valkyrie will be endgame in the MCU.
4 Thor Has A Relationship With Hela
An even more unlikely comic book romance that will never make it into the MCU happened between Thor and Hela. It took place in the Ultimate Comics series. Hela had kidnaped Valkyrie. In order to save her, Thor promised to have a child with her. Hela gave birth to a son who later turned out to be evil and Thor had to kill him. Unsurprisingly, the relationship between Hela and Thor didn't last long, and it was forced by circumstances on Thor's side.
Since Hela is unlikely to return in future MCU movies, this storyline won't appear in them. Even less so as Thor and Hela are siblings in the MCU and incest is something the MCU is highly improbable to ever work with, for obvious reasons. Even if Hela wasn't Thor's sister in the MCU, she'd still be a villain and Thor isn't one of the MCU superheroes who'd be willing to date a woman with questionable moral attitudes.
3 Thor's Clone Fights In The Civil War
Thor was suspiciously absent during the events of Captain America: Civil War (2016) even though his powers would have no doubt come in handy for one side or the other. His disappearance was later explained by the funny short Thor movie Team Thor and there were references to it in Thor: Ragnarok (2017) as well. If the movie chose to follow the comics, Iron Man would have built a cybernetic clone of Thor that would have fought by his side during the Civil War.
One of the reasons why the cyber clone of Thor didn't appear in Captain America: Civil War could be because Tony Stark worked on it with Hank Pym, and these two never officially met in the MCU. Also, the cyber-Thor was later killed by Hercules, a superhero who wasn't even present in the MCU at the time of the 2016 movie's release.
2 He Fought For The Nazis
Another doubtful fighting alliance that Thor had made in the comics was with the Nazis. The MCU is unlikely to return to this time period, having explored it enough with Captain America: The First Avenger in 2011. Also, based on what the audience knows about Thor's current character in the MCU, it's unlikely he would switch sides and fight for the likes of Hitler and the Red Skull.
In the comics, Adolf Hitler managed to trick Thor into fighting against Stalin (yes, that actually happened). And in the Secret Empire comic book series, Thor joined the Nazis again, this time in order to save Jane Foster from cancer. Since Jane has died in the MCU and her illness has already been explored in Thor: Love and Thunder (2022), Nazi Thor won't make an appearance anytime soon.
1 The Story Of Donald Blake
After four solo Thor movies, the MCU has zero reasons to go back to Thor's origin story. After all, it has been sufficiently explored in the very first Thor movie in 2011. As a result, the character of Donald Blake is unlikely ever to appear in the MCU, at least not in the way he was portrayed in Thor's first Marvel comic book appearance ever.
In the story, a man named Donald Blake discovers Thor's hammer and after picking it up, he transforms into the God of Thunder and gains special powers thanks to the transformation and his new weapon. The MCU gave a nod to Donald Blake thanks to one of its many Easter Eggs but the story itself will never make it into the MCU as a stand-alone movie, even a short one.