Marvel – Thor (2007) #5
First appearance of Lady Loki
Heimdall informs Thor that many of their brethren seem to be vanishing without a trace somewhere in the desert between Nevada and New Mexico. Thor goes to investigate, and finds that the human hosts for Asgardian souls are being held prisoner by the Destroyer. Thor manages to win the battle, freeing the trapped Asgardian souls, which include Balder the Brave (depressed about failing to protect Asgard from Ragnarok, but otherwise relatively unchanged) and Loki (who now has a female form, thanks to his descent from Frost Giants rather than true Asgardians, and who claims that she’ll behave as she no longer has reasons for mischief.) It is then revealed to the reader, but not to Thor, that Loki manipulated the return of herself and others Thor would not have restored with the aid of Dr. Doom.