4. Both Have Wielded A Hammer
Admittedly, this is a very trivial link between the two characters, but it's a link nonetheless. Everyone is aware of the fact that Thor wields the hammer Mjolnir in battle and that very few others can even lift it. It's the source of his superhuman powers - his Hulk-rivalling strength, the durability to withstand a beating from Hulk and Kurse, the ability to fly and the esoteric weather-controlling powers he has demonstrated to summon lightning and create tornadoes. But did everyone know Buffy also wielded a hammer? After having defeated the Norse troll god "Olaf" in the season five episode "Triangle", the Scooby Gang acquired his hammer. It was by no means as powerful as Mjolnir, but it gave Buffy an edge that she otherwise wouldn't have had in the final battle against the hell god Glory. Like Mjolnir (though for different reasons), very few others could lift Olaf's hammer (Spike, for example, couldn't even budge it), but Buffy could swing it like it belonged to her.