Or cross overs.

They had a mini-crossover in the late nineties in Thor #2 and Peter Parker Spider-Man #2 where they fought some demon spawns in NYC together. They were portrayed as the odd-couple type pairing where Thor tries to protect Spidey and thinks he's in danger like a damsel-in-distress and Parker feeling embarrassed. This webpage talks about the story and provides scans.

http://www.chasingamazingblog.com/2013/11/08/thor-and-the-inferior-spider-man/

As far as them fighting the only thing I remember is some issue from the 90's where a pissed-off (or mind-controlled) Thor throws Spider-Man into space when Spidey tries to grab Mjolnir with his webbing. He also beats up Thing and breaks off his arm. Can't remember which series or issue.

Spiderman appeared in a few Thor comics. One in the early 80's where they fought Mongoose. Then again during the 8th day Juggernaut story. Then also during the King Thor arc Spidey visits Asgard after it moved above nyc. Plus other times where Spidey interacted with the Avengers when Thor was there. If you need some actual issue #'s I could get them for you.

There were a few Marvel Team-Up's with the two of them - my favorite being MTU #70 where they took on the Living Monitor.

http://vignette4.wikia.nocookie.net/marveldatabase/images/f/f9/MarvelTeam-Up070.jpg/revision/latest?cb=20070704023126

Marvel Team-Up #116 Spiderman and Valkyrie but features Thor as well.