"And what of the Warriors Three? Hogun and Fandral would fight their way through the same Nine Worlds if they stood between them and you. And Volstagg would eat his way through. And he would get there first."
From that same issue: Asgardians interacting with Muggles is always inherently funny. The Warriors Three take it to a whole 'nother level.
Man: Grow 'em kind of big where you come from, don't they?
Volstagg: My girth brings fear to my enemies.
Fandral: Also the sidewalk.
The Warriors Three and ordinary mortals have always been a hilarious combination. During Simonson's run, the Warriors Three do New York, and it is alternately hilarious and heart-warming, such as when Hogun terrifies the Power Pack and Volstagg drinks a bar (yes, a WHOLE BAR) under the table.
A mortal fry-cook named Bill tries to ask the Asgardian ice goddess Kelda out. He's holding a bouquet and standing on the ground, looking up at the floating kingdom of Asgard in the sky. Kelda looks over the wall and asks him to throw the flowers to her, despite his protests that he can't possibly throw that high. After several tries, he ties a rock to the bouquet and throws it, only for the rock to hit Kelda in the face. Depending on your point of view, this can also be a CMOA and a CMOH.
In fact one of them worries that other players might save up their points and them use them to stab the other players.
Later, after he dies and goes to Valhalla in a CMOA he asks one of the guys eating with him to pass the gravy/ketchup, forget which. They all think he's talking about a weapon.
In the same story, Loki travels back in time and murders his abusive biological father. As he returns home:
Loki: "If everybody could do that, we could save a fortune on therapists."
The Warriors Three (Hogun, Fandral, and Volstagg) in the same series are especially hilarious. Especially Volstagg. The best is when the aforementioned Bill is trying to get the attention of an Asgardian and draws the gaze of "Volstagg the Great and Baldur the...also great!" When they are told he is looking for Kelda, they simply look at each other and say, "Kellllldaaaaa..."
One Warriors Three story starts out with the Three stranded on the streets of New York, trying to hail a cab. After the adventure, the story ends...with the Three stranded in New York, trying to hail a cab. The Here We Go Again look on Volstagg's face cracks this troper up.
Classic scene from The Mighty Thor; it's the final, cosmic battle against Surtur, and Odin, Thor, and Loki charge in with ringing battlecries:
Odin: FOR ASGARD!
Thor: FOR MIDGARD!
Loki: FOR MYSELF!
The Running Gag of Journey into Mystery #624-625 involves Kid!Loki getting progressively worse news and reporting it to Hela/Mephisto:
Loki (end of #624): Dire news!
Loki (start of #625): Dire-er news!
Loki (after a momentous discovery towards the end): Dire-est news!
And by the end of it, Hela's handmaiden Leah looks ready to smack him.
Leah had already given him a painful-looking Groin Attack for the "dire-er" news, anyways.
Leah's a good source of funny in her own right, like the recap at the start of 626, which is basically her denying she's at all attracted to Loki, the Running Gag of her describing her Earthly home (a cave) as "a dirty great hole in the ground", and the scene in 633 where she tries her first milkshake.
Also in the Journey into Mystery run, Loki acting like he's still the evil bastard Hela and Mephisto remember him as (and capitalizing on that reputation against the Tongue of the Serpent) and then turning right around and gleefully lampshading it to his companions once the coast is clear.
Loki: "More to fear than me"! Oh Tyr, how fun this villainous talk is! (issue 625)
Loki: And the Tongue will give it to us, or we'll tear it out at its bloody root. *turns to Ikol, his magpie familiar* That's the sort of thing I'm meant to say, yes? (issue 624)
Also in issue 622, where Thor comments that Loki isn't as bad as people think he is, and Loki indignantly comments:
Loki: I'd have to try terribly hard to be that terrible.
Kid!Loki discovers the internet (Issue 622)
Loki: When I said I was an Asgardian god, they called me a troll!
Loki: Yes! But they were, too! Cheating was the game, and I triumphed unfairly most fairly!
Most of 632, which is Loki trying to find homes for seven hell-puppies at Christmas, complete with Loki's attempt at giving Leah a Christmas present, and the introduction of Thori, the bad-tempered foul-mouthed hell-puppy.
Honestly the entire Walter Simonson Thor-as-Frog storyline is a CMOF, but special credit has to go to issue #366. The cover demands "What Do You Call a 6'6" Fighting-Mad Frog?" Turn the page to find out that the issue is titled "Sir!"
In Simonson's run, Loki tricked Asgard into believing he could lift Mjolnir, in an effort to claim the throne, by hurling a fake far away. When Thor discovers the treachery, he simply tosses the real Mjolnir to Loki in front of everyone and Loki just collapses.
After Thor is banished from Asgard, Fandral and Hogun try and convince Volstagg to go after Thor with them. Volstagg is drunk, and in between him trying to make sense of what they're saying, he keeps mistaking a pig for his wife. Funny, yes, but the best bit is at the end, when he falls unconscious again:
Fandral: We've told you this three times before, and you always collapse at this point.
A recent arc in Journey into Mystery was kicked off when Leah threw a man out of a window in a fast food restaurant during an argument. After the whole arc, Loki takes Leah back there to apologize, maybe thinking he'll have to pay for a soda for the guy, since Loki already had to shell out to fix the window. Leah decides an apology is not enough, and throws herself out the new window, meaning Loki has to buy another one.