...but long before the mythic Asgardian took his first journey into mystery, Thor appeared in Adventure Comics #75 (June, 1942) in a story by Joe Simon and Jack Kirby!
The Villain From Valhalla
This tale has been reprinted in Forever People #6 (December-January, 1971/1972), Adventure Comics #499 (May, 1983) and in Sandman by Joe Simon and Jack Kirby hardcover of 2009.
Vengeance From ValhallaAll-Star Squadron while they were meeting to discuss the missing Justice Society of America. The team also deals with a new member, the Tarantula, who has a costume similar to that of Sandman (Wes Dodds), who had given up his trenchcoat and gas mask look a while ago, and gained a new partner in Sandy the Golden Boy to replace Dian Belmont. This story fills in what happened (though Dian's fate later proved to be wrong, so this retroactive continuity had more added to it later, as well as fixing a hole in the past), and set up for an epic battle of the All-Star Squadron and the Ultra-Humanite, which also featured the debut of Infinity, Inc.
This tale was reprinted in black and white in Showcase Presents: All-Star Squadron #1 from 2012.