h2g2 The Hitchhiker's Guide to the Galaxy: Earth Edition

Neil Gaiman's novel 'American Gods' made excellent use of Norse mythology--Odin, Thor and Loki all show up and the protagonist accepts Odin's suicide-by-hanging near the end..

I'd mention more about it, but spoilers would abound and I can't be certain that everyone on h2g2 has read the book (though they should).

Fantastic entry, though.. it'd be interesting to write a fictional account of the whole story. Probably take about a shelf's worth of books to do it, but it'd probably be a good read, if done right!

In the Wheel of Time series by Robert Jordan, the characters Mat and Perrin are based on Odin and Thor.

The first story in L. Sprague de Camp and Fletcher Pratt's series about Harold Shea (anthologised more than once--I've got The Compleat Enchanter, and there was also The Incompleat Enchanter) is The Roaring Trumpet, which takes place towards the end of the Fimbulwinter. Great story, great series, too tired to describe it well, though it appears the bits I picked up about Norse myth from it were correct

Let's not forget that Thor makes appearances in several of Douglas Adams' books...

In fact Thor, Odin and Loki are all central characters in a Dirk novel - 'The Long Dark Tea-time of the Soul'