For a man who throws himself in lethal fights with all the care of a child offered a McDonalds by a strange man, Thor really doesn't die anywhere near as much as you'd expect. Nine times out of ten, some convenient plot device, or character intervention results in some narrowly missed mortality for the Odinson, escaping death by a hair's breadth almost every time his life is threatened.
But all these close calls only make Thor's actual deaths in comics all the more precious a resource. Even comics in alternate realities still have an impact when they kill the God of Thunder, because it's such a rarity that even in stories not in the main universe you really don't expect Thor to die.
On a similar note, Thor having so few deaths also means that when the hero does die, it's in absolutely fascinating and varied manners. Zombies attacks, ancient prophecies, alien invasion - all ensuring that you know if Thor is about to die, he's going to do it in style.
7. The Fantastic Four
With every good Marvel character, there is naturally a dramatic zombie-based death - it almost appears to be one of the unwritten rules of the House of Ideas.
For Thor, this death takes place in Marvel Zombies: Dead Days, and sees the alive Thor foolishly take on a very undead Fantastic Four, which naturally ends in him being bitten, killed, and reanimated into the monstrosity that we see in Marvel Zombies. It's all of the grizzly joy that makes the zombie spin-off so good, and having hugely powerful characters like Thor die at the beginning of it all only enhances both the excitement and the threat of the invading undead forces.
It's by no means the most breathtaking superhero death of all time - but there are few occasions where you get to see a Norse god chewed on by a family of scientists, so it's still worth it.