Unlike Captain America and Iron Man, Thor managed to miss out on the overgrown hissy fit that was Marvel's Civil War by, essentially sleeping through it. Not that that mattered, because he had already previously fallen out with both heroes over the subject of religious freedom of a small European nation (Admittedly, said argument included Thor invading the nation to assure religious freedom and Iron Man and Captain America having to remind him that invading nations isn't a good idea through the use of their fists, but still). Quickly following that confrontation, however, Thor managed to avert the ancient Norse prophecy of Ragnarok but, in the process, put himself and all fellow Norse Gods to what was called "The Sleep of The Gods."
It later turned out that said "sleep" was not what it seemed; Thor instead found himself in another realm, only to be rescued by his human alter ego who discovers that all Thor's fellow Gods were actually "hidden" as humans on Earth. Awakened, Thor sets out to find his people and re-establishes the mythical realm of Asgard in the skies above Oklahoma. The recovered Norse Gods are granted diplomatic immunity by the US Government, and Asgard is designated a foreign embassy, but HAMMER director Norman Osborn considers both a threat to national security... which is where Siege begins.