Marvel released documentary footage which they played at Comic-Con this year, explaining exactly where Thor was during the events of Captain America: Civil War.
As Thor tells it, after saving the Earth from Ultron, he needed a bit of rest and relaxation.
Basically, Thor just wanted to spend some time with regular everyday people.
He's also been doing some of his own investigations into upcoming bad dudes.
And he showed off some of his sick artistic skills.
But he wasn't alone! Bruce Banner stopped by for a latte and a chat, mostly about why Iron Man and Captain America hadn't called Thor yet.
Plus they touched on one of the BIGGEST MYSTERIES in the Marvel Universe.