The new movie Thor: Ragnarok brings back a number of characters from the Marvel Cinematic Universe — including Thor, Loki, Hulk, Heimdall, and Odin — while also introducing important new faces like Hela, Grandmaster, and Valkyrie. The latter is a bit of a wild card in the film; a legendary Asgardian warrior who happens to be Thor's hero — and who shows some potential as a possible love interest for the Thunder God in the future. So with that in mind, what happens between Thor and Valkyrie in the comics is of the utmost importance.
Although Valkyrie is a new introduction to the MCU, she's not exactly new in the world of Marvel Comics. The character was first introduced way back in 1970, making her debut in Avengers #83 as a superpowered woman out to defeat the patriarchy by forming a group of female heroes called the Lady Liberators. The Lady Liberators, who are mostly made up of female Avengers, defeat the male Avengers but are in turn defeated by a traitorous Valkyrie, who in actuality is the villain Enchantress in disguise. This means that in Valkyrie's first comic book appearance, Valkyrie never technically appears. Comics can be weird sometimes.
Another version of Valkyrie showed up in Incredible Hulk #142 the following year, also as a villain having to do with Enchantress, and two years later a version of Valkyrie that's closest to the one that fans know and love appeared in Defenders #4, where she joined the team as an exceptionally strong warrior — and as the team's sole female member (the team consisted of Hulk, Doctor Stranger, and Namor the Sub-Mariner at the time). Throughout Valkyrie's four-plus decades in comics, she is best remembered for her lengthy tenure as a Defender, though she has spent time with the Avengers as well. So when do she and Thor cross paths?
Like Thor, Valkyrie is an Asgardian, so obviously the two have had some dealings with one another. Centuries ago, Odin chose her to lead the Valkyrior, who usher the honorable dead to Valhalla. In this role she wouldn't have had a ton of crossover with the land of the living, but in her present superhero guise, she's certainly seen some involvement with Thor, and as you may have guessed, they have been romantically linked — sort of.
For both of them being Asgardian warriors, Thor and Valkyrie have had surprisingly little interaction with one another over the years. The most significant time they spent together was as memory-wiped mortal versions of themselves known as Brunnhilde (Valkyrie) and Siegfried (Thor). They had been placed in these forms by Odin, and eventually fell in love with each other until their deaths. At this point, Odin restored them as Thor and Valkyrie and removed their memories of the time they'd spent together as a couple.
The duo also shared a romantic relationship in the Ultimate Universe — an alternate reality of the proper Marvel Universe. The Ultimate version of Valkyrie is a 19-year-old Earth girl named Barbara Norriss who has a crush on Thor and a desire to be a superhero. She is granted powers by Loki and begins a relationship with Thor, a relationship which lasts until his death, which is followed by her death and his resurrection. Geez, maybe these two shouldn't get together.
The relationship between Valkyrie and Thor seen in Ragnarok is considerably different than any version from the comics. The comics do not feature Valkyrie working for the Grandmaster on a distant planet, nor Thor being a fanboy of her, nor the two of them forming a team called the Revengers. But a relationship between the pair, which is hinted at in Ragnarok, is something that's happened on occasion in the comics — let's just hope it turns out better in the movies if these two do decide to hook up.