Loki (4-issue miniseries)
This excellent 2004 miniseries by Robert Rodi and Esad Ribic put the spotlight on Thor's diabolical half-brother in a story that explores exactly what motivates the villain played so masterfully by Tom Hiddleston in The Avengers. Capturing much of the same vibe that makes Hiddleston's performance so spot-on great, Loki shows you what would happen if the god of mischief actually won, and how his victory would affect Thor and the rest of Asgard. It's a powerful story made even better by gorgeous art.