Thor is definitely in the public domain as long as he doesn't look like Marvel Thor. Besides, mythological Thor has red hair and beard, I would definitely go that route. That being said, I think there are fair use laws for parody or homages... like in the Alien Brute Squad I did have Predator, an Alien exomorph, Alf, a tripod from War of the Worlds... what, else...? Oh, the alien from The Simpsons... I know there were more that I stole.