A Brother's Journey: Thor & Loki (2014)

This Marvel Cinematic Universe documentary delves into the development, casting, character arcs and performances of Hemsworth's Thor and Hiddleston's Loki. Part 1 begins by focusing on the original Thor (2011) and Joss Whedon's Avengers, but soon ropes in Thor: The Dark World. Part 2 offers a more sequel-specific overview of the Asgardian brothers that features plenty of interview segments with key members of the cast and crew.