I'm not sure there is any must have individual comics so much as there are runs that are fun to read. I think there is already a thread on that which lists quite a few but usually its Simonson's run, the Eternals Saga, Jurgens run, JMS' run, Aaron's God of Thunder run and the Blood & Thunder arc plus Oemings end to Jurgens' vol 2 to name a few.
Thor
Character » Thor appears in 8593 issues.
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