Valhalla 2: Thor's Wedding
Probably one of the better known nordic myth, and I think that it's in this second Valhalla comic, that Peter Madsen really find his form.
Thor's hammer has been stolen, Loki gets the job to find out who did it, and where the hammer is. The problem is more why the hammer got stolen, as they find out.
And off they go, with a stop over at Utgard-Loki. Before they arrive at Thrym place.