Thor: Citadel of Spires One Shot
Citadel of Spires was a tie-in comic to the Thor movie. It was originally published in the Thor Official Movie Magazine before being reprinted in the Cap and Thor! Avengers one-shot. I have the magazine.
It begins when Thor, Loki, Sif, Volstagg and Hogun are traveling to the Citadel to rescue Fandral who had been captured by the dark elves.