They basically help him get back to Asgard in Thor 1, foiling Loki’s plot. Are the only ones that stand up to Loki.
They help Thor leave Asgard in Thor 2.
Heimdall basically useless so far. Odin sleeps in 1, doesn’t do anything in 2. Dies at 3. Loki causes lots of trouble in Thor 1 and Avengers. Shows Thor way out of Asgard in 2, but that’s it. Their dumb plan doesn’t work. Also kills Kurse tbh but that doesn’t balance out.
Warriors 3 help Thor finally have a good movie by removing themselves from it fairly early. Sif doesn’t even show up.
Valkyrie. She pretty much did his job for five years while he was so caught up in all his own self loathing, he forgot he still had his own people to think about.
Then Heimdall. The guy pretty much did all his bidding, and he was more capable of doing it properly than the Warriors Three and Sif all combined.
Loki helped a lot, but as someone has previously said, he caused an equal amount of trouble.
Odin, other than providing his DNA (if thats how they even reproduce) and raising him, did not really help him as far as I can tell. If anything, he always ruined his life from the first movie up until his death by keeping the existence of his sister a secret from him and Loki.
Warriors Three were so out of his league, they didn’t really do anything that I don’t think Thor would’ve been able to do on his own given time. Except for trying to help him when he was still unworthy against the Destroyer, which ended up in a major catastrophe because thet were all useless.