After the failure of Heroes Reborn, Marvel brought their heroes back to basics for the new Millennium; however, under writer Dan Jurgens, they wouldn't stay that way for long. Jurgens wove an epic tale of gods taking a direct hand on Earth, which lasted for several years and to much acclaim. The only thing which could follow it was the big finale itself - Ragnarok. Thor and all of the Asgardians die, but with a hope of renewal free of their fatalistic cycle.
A few years later, JMS would bring the character back, also to much acclaim, and he would go on to headline 2 different line wide events, Siege and Fear Itself. Other talented writers would also get to use the character, like Kieron Gillen, Matt Fraction, Joe Casey, etc. Gillen would even give Thor's brother Loki his own widely successful spinoff!