Concept art of Thor.
http://www.collider.com/2010/06/02/t...s-concept-art/
I can understand not giving Cap's helmet wings, but no helmet at all for Thor? And the rest of the costume looks like a business suit...or a Vegas magician.
Even wearing only a loincloth Thor still rocks the winged helmet:
![](http://legitbabenames.files.wordpress.com/2009/09/thor-painting.jpeg)