In Season of Mists, he accompanied Odin and Loki to the Dreaming in order to petition for the key to Hell. When they were met with a closed gate, he was not pleased: "If you do not open this fartsucking door, then my hammer Mjollnir will smash it into toothpicks! I am the mighty Thor!"
Within Dream's castle, he was an honored guest, along with all the other petitioners for the Key. He apparently propositioned Bast, and was badly scratched for his troubles.
Upon the Norse contingent's departure, he beat Loki unconscious when he seemed reluctant to leave the Dreaming; "I've been wanting to do that for twelve hundred years."