Thor is a 4/6 with the effect of "On Reveal: Shuffle Mjolnir into your deck."
Mjolnir is a 0/0 with the effect "On Reveal: Give Thor +6 Power."
These two effects are both On Reveal. So naturally you'd gravitate toward an Odin list. I think that is correct, Wong also almost certainly a card you want to run in the list. Here is the setup:
You want Wong & Thor in different locations. Wong's ideal location should be; Wong, Mjolnir, & Odin. Which in total would generate 24 power for Thor, 30 if you count his base stats. The amount of power on the Wong location is fairly low, (In that situation it's 10+). 10 wont often be enough to win a location, so I added a couple low-cost On Reveal effects (Rocket Raccoon, Star-Lord & Groot.) You want to play one of these cards before playing Wong, because it will be difficult to play them afterward.
Card explanations:
Rocket Racoon, Star-Lord & Groot - We need some early-game On Reveal effects to enhance our Wong location.
Psylocke - We run 3 important 4 drops. So Psylocke would lead to a few high-rolls.
Wong - Activates our Mjolnir, White Tiger, Odin & the low-cost On Reveal package.
Crystal - Your odds of drawing Mjolnir are dramatically increased after playing Crystal. When you don't curve Psylocke > Thor > Crystal. You'll most likely have to be Energy inefficient with Crystal, but the 0-cost 6 power generated from an On Reveal effect is probably worth it.
Thor - Our primary build around character.
White Tiger - Is an alternate win condition with the same setup. Sadly we can't draw Thor every game.
Odin - Mjolnir combo activator, also synergizes with the rest of our On Reveal package.
Arnim Zola - Thor has the potential to generate a silly amount of power with Mjolnir. Having the option to split your Thor into the other two locations will sometimes win you the game. Especially if your opponent tries to for the Thor location.
Nightcrawler & Scarlet Witch - The deck's late game is fairly straight forward, but we will have a lot of turn 5s where we want to play a 4 drop. So have a couple extra 1 drops could help smooth out the curve. Also Scarlet Witch is super underrated card in general.