Ultimate War (2003) #3
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Ororo Munroe was raised in Morocco, learning English from American films, and after her family was murdered she fled to America, stealing cars in Harlem before relocating to Texas.
He claims he is the legendary Norse thunder deity Thor, sent to Earth by his father Odin, but official records say he is Thorlief Golmen, who stole his scientist brother Gunnar Golmen's super-soldier technology after suffering a nervous breakdown.