In the Nintendo DS version of this game, Thor travels to Hel and battles Hela. In Thor: Ragnarok (2017), it is revealed that Odin imprisoned Hela thousands of years before, and Thor had not previously been aware of her existence.
In this game, the Vanir have been extinct for millennia, having been wiped out by Mangog for rebelling against Odin. Hogun appears in Thor (2011) and Thor: The Dark World (2013), with numerous other Vanir also appearing in the latter film.
In this game, Thor battles Surtur on Muspelheim. In Thor: Ragnarok (2017), Thor is surprised to discover that Surtur is still alive, having believed Odin to have killed him half a million years previous.
In the Wii version of this game, Thor travels to Earth to repel an attack by the Fire Demons. In Thor (2011), he is banished to Earth and it is clearly his first time there.
The Frost Giants attack Asgard twice during the events of this game. In Thor (2011), the Frost Giants break into Odin's Vault during Thor's coronation in an attempt to steal back the Casket of Ancient Winters, and it is clear that this is the first time they have moved against Asgard since the Battle of Jotunheim.