The Marvel Cinematic Universe has done a lot of things to make it stand out from the superhero movie franchises of the past, but one of the most interesting is that secret identities, a staple of superhero comics since the very start, rarely figure into it. The closest anybody came to concealing their crime fighting was in the first Iron Man film. Tony Stark copped to being Iron Man, though. Everyone knows that Steve Rogers is a national hero. And Thor has no need for an alter ego: he is Odinson, a literal Norse god. And thats just how it is in the comics as well, with writers more interested in telling epic mythological stories, not grounded ones with misunderstandings and secret identities. What most people dont remember is that Thor originally began very much in the mould of traditional superheroes, including having a secret identity. His being was fused with the pale, sickly doctor Donald Blake, who found Mjolnir up a mountain and could turn into the Mighty Thor when necessary. Nobody knew he was doing it, though. Secrets, see? Interestingly, thats a facet of the character that was abandoned and years later retconned so Blake was always Thor, he just forgot. Nowadays, nobody ever talks of Donald Blake, but they did keep all his friends like Jane Foster around.
Tom Baker is the Comics Editor at WhatCulture! He's heard all the Doctor Who jokes, but not many about Randall and Hopkirk. He also blogs at http://communibearsilostate.wordpress.com/