5. Hel
In the epic fight scene in which Thor and Loki take on Malekith, Kurse and the Dark Elves, Kurse stabs Loki, wounding him (apparently) mortally. However, whilst he is (again, apparently) dying, Loki uses one of his opponents' own black hole grenades against him and, just prior to detonating it, Loki says what most people assume is "I'll see you in Hell!" Of course, Loki isn't a Christian or any other religion that claims to have a "Hell", so what Loki was actually referring to is "Hel" - the Asgardian afterlife. Hel isn't like we imagine Hell to be - it's a neutral place where all Asgardians go after they die and Loki's dialogue was certainly a reference to it, given how careful Marvel have been with Asgardian dialogue up to now. In the comic books, Hel is guarded by Hela - a sorceress strongly associated with Loki who has often sought to bring about Ragnarök, which would make sense for a future Thor movie plot, given the previous reference to Surtur.