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Team Building
A vital part of succeeding with Thor is knowing where to position him on your team. Thor is primarily a Point Character. This is due to many reasons, the primary one being that he gains more from having two strong supports behind him than the support that he offers. That said, Thor can also function on Second behind a handful of points. This is generally suboptimal, but thor's unique support takes the form of his TAC infinite, two alright assists, and an invulnerable crossover counter from Mighty Smash. This means that, overall, it is generally best to position Thor on point -- but he can still function off-point in a limited capacity.
Notable Supports
Doctor Doom
Doctor Doom is Thor's single best friend, and it's not particularly close. Doom's TACs and DHCs are both very strong and enable Thor to secure kills he might struggle with otherwise. But one underrated aspect of this pairing is the sheer ease Thor has at raw-tagging Doom. He can tag him after any grounded throw (even midscreen) or air magic sequence (corner only), leading to huge damage and meter gain. Thor uses all 3 of Doom's assists well: Plasma Beam is an incredibly strong horizontal coverage tool which he can chain together with Mighty Spark for huge damage, and Hidden Missiles enables incredibly damaging extensions that allow Thor to kill the entire cast and build oodles of meter (on normal bodies). Even rocks is useful for Thor, who can tridash in behind them, though he tends to prefer the other two.
Doctor Strange
Doctor Strange is similarly strong for Thor, with Bolts of Balthakk assist being arguably his single strongest horizontal. Thor can DHC to strange off superjump height Mighty Tornado into a whiffed Seven Rings, which Strange can then convert into a full combo. Together with or in place of Doom, Strange can be an extremely strong partner for Thor.
Rocket Raccoon
Rocket Raccoon is another very strong partner for Thor. Usually placed mid behind a Thor on point, Mad Hopper DHC enables Thor to extend off a raw tag into fully charged Mighty Strike sequences for beaucoup damage and tons of meter. Pendulum and Spitfire are both extremely strong assists for Thor, enabling crazy pickups in the case of Pendulum or strong grounded pressure in the case of Spit. Rocket is a difficult and highly-technical character, but he is undeniably one of Thor's best partners.
Dante
Dante is very powerful in combination with Thor. Jam Session is one of Thor's best assists, with his incredibly strong high-low game and his ability to convert off superjump height jam with relative ease. It also enables very damaging combos and there are several hard tag routes between the two which -- while lacking on damage compared to Doom -- still build tons of meter and allow for interesting setups. What's more, Dante can be vulnerable to rushdown, and having an invulnerable crossover counter in his back pocket makes him much more versatile on defense. Very strong pair and worth playing together.
Vergil
Vergil serves as a very strong supplement to Thor, on either Mid or Anchor position. On Mid, Vergil offers Swords DHC to help clean up Thor's hits and turn them into kills, and Devil Trigger DHC to get him out safely and transition to phase two of your gameplan. In either position, Vergil is a powerful comeback factor and his Rapid Slash assist is outstanding for Thor's combos. Thor also offers surprisingly strong support to Vergil in the form of Mighty Spark and Smash assists, both of which Vergil can use well. Spark gives him easy Helmbreaker pickups, and Smash does the same, but also offers an invulnerable crossover counter and excellent combo extension -- as long as you haven't yet used groundbounce!
M.O.D.O.K.
MODOK is another great pick on Mid behind Thor on point, offering two strong DHCs, excellent TACs, hard tag combos, and a fantastic beam assist which Thor can use well in both combos and in neutral. MODOK is sort of a mix between Doom and Vergil in terms of what he offers to Thor, and serves overall as an excellent pick to supplement the God of Thunder.