As a buff lightning God with a magical hammer, Thor is as destined to have epic moments in comics as he is to wield Mjolnir.
With a family comprised mostly of badass deities and a series of monstrous and impressive enemies, there's a pretty good chance that Thor couldn't dodge monumental-feeling moments even if he actively tried to dodge them. Point being, while the MCU has given Thor his fair share of epic moments, there's still an ungodly number of comics they could and should adapt for the big screen.
Almost every major storyline - be it in a Thor standalone comic, or a collective Avengers one - seems legally obliged to include at least one extraordinarily badass moment for the God of Thunder, if not a solid two just in case one doesn't have its intended impact.
When it comes to entering seemingly un-winnable fights, Thor is almost always the man who enters the fray, largely due to the fact he has an impressive habit of either winning, or making a decent dent in his invulnerable enemy.
The MCU certainly hasn't made Thor out to be a gentle wallflower, but there's still definitely room for a healthy extra dose of completely epic moments to feature in the next Thor film.