Whether or not there's a Girl!Loki in the Marvel Universe, in the original Norse mythology, Loki actually shapeshifted female and even mothered a child. Now granted, the father was a horse and the child was an eight-legged colt. But still! He and Thor could totally have kids if they wanted!
Does the Marvel version ever actually deal with the... juicier original myths? Stuff like Loki being baby-mama for Odin's horse, Odin and Loki dressing up in drag to get Mjolnir back from the giants? Somehow I have a hard time picturing the Marvel Thor putting on a wedding dress and veil.
Although... holy crap, didn't that tailor in Amazing Spider Man mention that Thor always read bridal magazines in his waiting room? o_0