ODIN: Humanity would not face this threat alone. Our armies drove the frost giants back into the heart of their own world. The cost was great. In the end, their king fell, and the source of their power was taken from them.
Stop and think about this for a minute: the Asgardians live for thousands of years. They're practically immortal and their world is a paradise. Yet they put it all on the line to save the Earth, at a time when we were bashing each other on the head with clubs and setting enemies on fire because we thought it was fun. Why? Because they believed in our potential and were willing to give up everything to protect it. That's the kind of sacrifice Thor hasn't figured out yet.
FRIGGA: He kept the truth from you so you would never feel different. You are our son, Loki. And we your family.
Way to go Mom. She's speaking the words here that Loki needs to hear: Odin made a sacrifice to help Loki as a child, and Loki needs to remember that.
THOR: My friends, I'm just a man. I'll only get in the way or worse: get one of you killed. But I can help get these people to safety.
Atta boy. This is the first time we see Thor acting in a truly selfless manner: not for his glory or the general thrill of bashing people with a giant hammer, but stepping in harm's way to get some innocent people out of it.
THOR: Sif, you have done all you can!
SIF: No! I will die a warrior's death! Stories will be told of this day!
THOR: Live, and tell those stories yourself!
Thor's pretty much figured it out by now. His job is not to bash the bad guys until they stop twitching, but to protect those who can't protect themselves. In this case, it's Sif: who can darn well take care of herself, but who's hit a bit of a wall when it comes to the Destroyer.
SIF: My King, we would ask that you end Thor's banishment.
LOKI: My first command cannot be to undo the Allfather's last. We're on the brink of war with Jotunheim. Our people need a sense of continuity, in order to feel safe in these difficult times. All of us must stand together, for the good of Asgard.
Here's where the whole sacrifice thing gets put to the test. Loki sounds awfully convincing here, with the "greater good of Asgard" and all. But seriously: he doesn't want Thor back and he's not particularly interested in keeping up with whatever Odin was doing. It's not a sacrifice it you're not actually giving anything up.
ERIK: I've seen the way she looks at you.
THOR: I swear to you, I mean her no harm.
ERIK: Good. In that case, I'll buy you another round, and you'll leave town tonight.
Thor doesn't end up leaving, but we're pretty sure he would have given up Jane (and a shot at returning home) in order to keep her safe. It's an important moment because it's the first time he's thought about someone other than himself.
HOGUN: We must go. We must find Thor.
FANDRAL: You speak of treason!
VOLSTAGG: Forget treason, it's suicide!
SIF: Thor would do the same for us.
Unlike Thor, the Sidekick Squad doesn't need to be banished to Earth in order to lay it on the line for a buddy. That's the key difference between them and Thor in Jotunheim: here's there to prove a point, but they're there as a way of backing their friend.
THOR: Brother, however I have wronged you, whatever I have done that has led you to do this, I am truly sorry. But these people are innocent: taking their lives will gain you nothing. So take mine, and end this.
And that's the moment when he becomes a hero: making the ultimate sacrifice for others when he could just as easily run away. Took you long enough, Thor.
LOKI: What are you doing? If you destroy the Bridge, you'll never see her again!
THOR: Forgive me, Jane!
Just to be sure the big guy puts his money where his mouth is, he has to cut himself off from the girl he loves in order to save innocent lives… innocent frost giant lives, just so we're absolutely clear.
THOR: So Earth is lost to us.
HEIMDALL: No. There is always hope.
Hope indeed. Guess we'll have to wait until The Avengers to see if Thor has any other opportunities for sacrifice.