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Warning! This post contains SPOILER for Loki season 2, episode 3
Summary

• The MCU has explored five generations of Norse gods, though Marvel's portrayal of Thor's family tree is quite different from real-life Norse mythology.
• The MCU has introduced Bor, Odin, Frigga, Thor, Loki, and Hela, and it has alluded to Thor's great-grandfather Buri and Thor's brother Balder the Brave.
• The MCU also adds a new member of Thor's family in the form of Love, Gorr's daughter, who gets adopted by Thor after Gorr dies at the feet of Eternity.

The MCU has slowly revealed a large chunk of Thor's family tree throughout the years. Marvel Studios has followed Thor since the moment his failed coronation led him to become closer to Midgard than he was to Asgard. As a result, Loki also distanced himself from Asgard to become a villain, and later, a redeemed hero. With Asgard gone after the events of Thor: Ragnarok, the introduction of more Asgardian gods in future MCU movies and shows is less likely, but that doesn't mean Thor's extended family doesn't exist somewhere out there in the MCU.
Thor's MCU family is directly taken from Norse mythology, which doesn't focus exclusively on Thor's closest relatives. Just like the Greek Olympians, the Norse gods include a wide variety of deities, each with their own extensive history. Figures like Tyr, Mimir, and Andrboda left their own mark on the Norse myth, and many of original Norse gods' relationships are quite different from the ones shown in the MCU. Although the MCU takes a different approach to Norse mythology, five generations of Thor's family tree have been explored: from Thor's great-grandfather to Thor's daughter.
Your browser does not support the video tag. Thor's Known MCU Ancestors Buri – Great-Grandfather Thor's earliest known relative in the MCU is Buri, Odin's grandfather. The only time Buri is alluded to is in 2011's Thor, when Odin exiles Thor to Earth in the name of his father and grandfather. However, the name "Buri" is never explicitly mentioned on screen. While its canon status is questionable, the Thor: The Dark World Prelude comic book tie-in does feature Thor namedropping Buri as he gives a speech to the Asgardian army. Buri is one of the earliest known gods in Norse mythology, so his history isn't well known. However, his role as the ancestor of the main Norse gods makes him a key figure.
Bor – Grandfather Thor: The Dark World visits one of the earliest points in the MCU's chronological history with a flashback to Bor's battle against the Dark Elves 5000 years before Malekith's return. As Odin recounts, Bor leads the Asgardian army in the battle, attempting to stop Malekith from using the Aether during the Convergence of the Nine Realms. Bor succeeds with the help of the Bifrost and hid the Aether, and Asgard thrives for the rest of Bor's reign. Like his father Buri, Bor's history in Norse mythology isn't too detailed. However, Bor is known for fathering Odin, Vili, and Ve, who paved the way for dozens of famous deities.
Immediate Family Odin – Father Odin's time as King of Asgard might be the most important for the kingdom. Odin conquers the Nine Realms with the help of his daughter Hela, but soon realizes that their brutality can end up catching up to them if they don't stop. Odin then banishes Hela and starts a peaceful era for Asgard. Centuries later, Odin defeats the Ice Giants and adopts Loki, losing an eye in the process. And more than a thousand years later, Odin expels Thor for his arrogance, gets impersonated by Loki, and spends his last days in Norway. Odin's death frees Hela, but it also awakens Thor's inner power.
In Norse mythology, Odin is the leader of the Aesir, gods of war and order. He is the wisest of the Norse gods, having obtained secret knowledge after sacrificing his eye to Mimir's well and hanging himself from the Yggdrasil tree for nine days and nine nights. Odin does banish Hel by himself in the original myths. However, he dies after Fenrir swallows him, and it's Odin's son Vidarr who kills the giant wolf in revenge. Odin's two ravens Huginn and Munnin, as well as his eight-legged horse Sleipnir, are accurately portrayed in the MCU.