She hit him with a car.
After being cast out of Asgard by his father, Odin, for attacking the Frost Giants, Thor lands in the New Mexico desert. And is promptly struck by Dr Jane Foster in her Range Rover. She, and her friends drive Thor to this hospital. The Toney Anaya Building in Santa Fe, New Mexico was dressed up as a medical facility.
MAP
(Thor, 2011)
MCU: Location Scout 