It was Thor (2011) in particular that completely surprised me. This is the film which is, of course, loosely based on the pre-Christian religion of northern Europe, as documented in the Icelandic Poetic and Prose Eddas as well as other sources. In particular, the film's lead character is the eponymous Thor of Asgard who was said to wield a hammer that destroyed his enemies and would make the sound of thunder when it was used.
The fundamental reason that I believe that the “Midgard/Earth” portion of this movie works so well is that it is based on a classic story structure that is sometimes called “setup and payoff”. In “setup and payoff” the audience knows something early on that the other characters in the drama do not know. So as the story proceeds we know that there will be a time when the truth is revealed and that can be very entertaining. "Setup and Payoff" is used on a regular irregular basis in the West as a fundamental element of storytelling and especially of comedy. One movie that comes to mind is Galaxyquest (1999) which makes very good use of this technique.
This of course makes use of another important trope of storytelling one that has been called "He's Back!" and goes by other names as well. (1)
1, There are several extensive lists of storytelling tropes on the Internet, almost all of which are aimed at popular culture, but they could also be applied, with some modification, to classical culture as well.