Errm, probably not. For one thing, holy water is solely a Christian concept, as far as I know - there are certainly springs and lakes and so forth that pagans consider holy areas, but it's more the place itself than water taken from it - and for another, I'm pretty certain that holy water is really just regular ol' water that's had prayers said over it. Thor doesn't NEED to say prayers - he summons the weather patterns, not the rain. The rain is a handy byproduct, and I'm pretty certain it's just normal rain.