In Book 13 of The Metamorphoses, Roman poet Ovid tells a story about Achilles dressing in drag. Achilles is famous for being the most awesome Greek soldier – ever. Just like Thor, he's a total muscleman. So how does he end up dressing as a girl? Good question.
When she sees a war coming, Achilles' mom, Thetis, becomes super worried for her son. She forces him to dress as a girl to avoid being drafted in the Trojan War. Just like Thor, though, Achilles can't hide the fact that he's a man. When the clever Greek soldier Ulysses (a.k.a. Odysseus) puts some cool weapons in front of the "girl," Achilles can't resist, and his cover is blown. In this story, the clever guy isn't on the muscleman's side. Ulysses is just too smart for Achilles. It's as if Loki was Thrym's sidekick instead of Thor's.