AC Valhalla Thor Armor Set is one of the game's best armor sets. It's also one of the toughest to get, so you'll most likely be able to assemble Thor's Armor only after you finish the main story. Here's where to get Thor's Armor and even claim his hammer.
AC Valhalla Thor Armor Set: Where to Get
Thor's Battle Breeches, Plate and Gauntlets
These three pieces can be obtained by defeating the Daughters of Lerion. You'll get the Breeches by defeating the level 90 Goneril in Spalda Fens in Grantebridgescire. The Plate is guarded by the level 160 Regan at Walsham Crag in East Anglia. The strongest of the sisters, Cordelia, is level 340, and is also at East Anglia. Head to Berkelow Bog to find her.
Once you've dispatched the three Daughters, you can take on the Lerion's Crypt. In East Anglia, head to Burgh Castle. Go to Yare River, and go into the crypt near the ruined church. Head down until you see a statue with three holes in its back, and insert the daggers from the sisters. The statue will open the way to another crypt, which holds Thor's Helmet at the end.
The cape is awarded after defeating all 45 Order of the Ancients. You'll encounter them throughout the story, so after you're done you can go back and take care of the rest. Once you've got them all, go to Hytham in Ravensthrope to get the Cape.
With the Armor complete, you can claim Thor's signature Mjolnir. Go to Hordafylke in Norway, and follow the river to an old cave. Halfway there, you should see a dock near a path deeper into the mountains. Follow that path until you hear thunder and find the hammer. Make sure the armor set is on, and then you can pick it up.