Well, this may be quite ahead of time and we don't even know who was cast, but Thor: Ragnarok is coming and will bring with it (most likely) the destruction of the Asgardians. As said in here, there are quite a few reasons to believe that.

But who will bite the bullet "“ or the sword, for that matter "“ when it finally arrives? Well, obviously ahead of time, here are some possible deaths for Thor: Ragnarok!

Thor: Ragnarok

Who might we start with other than Thor? Sure enough, he is the titular character and Chris Hemsworth will still have one more movie on his contract after Thor: Ragnarok.

But his death wouldn't be such a big twist, because it has happened during the same events from the comics. Furthermore, we know that death isn't that permanent in the MCU. So Thor being the last one to die in a fierce battle, breaking the death and revival cycle, does make sense.