Desert, New Mexico | MCU Location Scout

We got massive energy readings out of nowhere and then they just disappeared.

With Thor out of the way, and Odin stuck in a deep slumber, Loki assumes command of the throne. The Warriors Three take the Bifrost to Earth to find Thor. Later they are followed by the Destroyer, which was sent by Loki to kill them all. This scene was shot in the desert just outside the Galisteo filming location, approximately.

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(Thor, 2011)