Thor

Thor Odinsson is the Norse god of thunder and justice, the son of Odin, and brother of Loki, one of many deities that Vikings believe in.

Books
In How to Speak Dragonese, Hiccup, with the help of some Nanodragons, tricked some Romans into believing he was Thor.

The Vikings have a great celebration on Thor's day Thursday.

when it rains on Berk the Vikings like Hiccup and his friends always say Thor is angry.

Film
Thor is mentioned two times in the film- by Gobber when the Vikings fight the Red Death, and by Stoick when he praises Hiccup about his success in the ring.

Legend of the Boneknapper Dragon
Thor appears in Gobber's flashback in Legend of the BoneKnapper Dragon, when Gobber is stuck at the BoneKnapper's feet, after Gobber yelled, "HELP!". Thor appears and throws a mighty thunderbolt to the Earth, summoning the Hammerhead Yak & The Hammerhead Whale to help Gobber against the BoneKnapper.

DreamWorks Dragons: Riders of Berk
When a lightning storm ravages around Berk. Gobber states that Thor must be angry, and the only other time he can remember a lightning storm in Berk is during the time of Jorgern Barnstat. Stoick explains to Hiccup that he was a drifter and a thief who stole from the elderly. When he was fixing the mast of his ship to make his escape from Berk, Thor punished him by striking a thunderbolt right through his helmet. The lightning ended up setting the entire fleet of Berk in fire. And so, the villagers shipped Barnstat off the island and no one has heard a word about him since.

The lightning continues hitting the village, especially the metal perches. A lightning strikes near Toothless and he runs off, spooked. Later, Toothless is seen leaping between the metal perches, barely managing to avoid being struck by lightning. Later in the episode, it is revealed that metal was the cause of the lightning.

DreamWorks Dragons: Defenders of Berk
In Appetite for destruction Fishlegs gives his theory about why the Islands are disapearing he said the it might be Thor's rage, or Odin's rage.

Quotes
"Beard of Thor, What is that?!"- Gobber when he sees the Red Death, How to Train Your Dragon film              

''"Wait for it..." -Thor, Legend of the BoneKnapper Dragon.''