I had looked through the Norse paganism forum and couldn't find a retelling of this story, so I thought: why not? It's a funny, light-hearted story about Thor and Loki and I feel like sharing.
------------------------------------------------------------------ "How Loki and Thor Fooled a Thieving Giant" or "That One Time Thor Dressed as a Lady"
One morning Thor awoke to find that his hammer,Mjollnir. was missing. This was quite startling and troubling news. His hammerwas the defence of Asgard and the help of the Gods, and ever so precious to him. He searched in a wild rage, seeking the hammer, but it could not be found. Suddenly, he shouted to Loki for his aide, essentially saying "My hammer has been stolen! No one can know about this". And Loki was like, "Ayeee, cool". So off they went.
They first went to Freyja's dwelling, who owned a coat of feathers that allowed her to change into a falcon. Thor pleaded with her for use of her feather-coat, as he searched for his hammer and she allowed it. Loki (who knew how to shape-shift) took the feather-coat, changing into a falcon, and flew across the land. He searched until he came across the home of the giants, Jotunheim, and saw there the giant Thrym sitting on a hill. Loki spoke to him, "Ay, you. Be real: Did you take Thor's hammer?". And, surprisingly, Thyrm replied, "Yes, I suuuurely did. And I won't give it back until Freyja becomes my wife". To which Loki was like "Uh oh" and flew back home.
When Loki told this news to Thor and Freyja, they were both furious. "Get dressed in a bridal gown, Freyja, we got a hammer to go get" said Thor. To which Freyja scoffed. The Gods then met in council to decide what action to take. After some deliberation, Heimdall then spoke: "Thor, why don't you dress as Freyja to take back your hammer?". Thor immediately protested, proclaiming how unmanly he would appear. "Shut up" Loki said, suddenly wise to the idea, "If we don't do this, the giants will rule Asgard". So Thor consented.
The humiliated Thor was then dressed in bridal linens, wore Freyja's necklace Brisings around his neck, had jewels pinned on his breast and was given a dainty hood on his head. Loki looked at him (and probably laughed), then said: "I will accompany you as your maid-servant". And off to Jotunheim they went. Soon they arrived at Thrym's dwelling. The giant boasted to his kin that the Gods had delievered his prize that he was due, and then ushed the two inside.
As the feast began, Thor ate a whole ox by himself, along with 8 salmon, and all the dainties that were served for the women. He proceeded to then drink three measures of mead. Thrym stared at his soon-to-be-bride, boggled, and proclaimed: "Never in my life have I seen a woman drink and eat as much!". Loki, cunning and ever-crafty, replied: "She was so love-sick and anticipatory for this wedding - she didn't eat for a whole week!". Thrym seemed to accept this. The giant then leaned in for a kiss, trying to lift "Freyja"s veil. He pulled back suddenly, exclaiming: "Never in my life have I seen a woman with such frightful eyes!". Loki again replied, "Oh, she hasn't been able to sleep a wink! So strong, her lust for you has been..". Thrym accepted this as well.
The wedding ceremony then began. Thyrm spoke, asking his kin to usher forth the hammer to hallow the union between the two soon-to-be-wed. As his hammer came into sight, a deep roaring laughter bellowed out from beneath the dainty hood he was wearing. Thor suddenly lept, grabbed his hammer, and began to slaughter everyone present (Thrym first, then his guests). Thus, Thor had won his hammer back.
Loki and Thor proceeded to leave the ruined dwelling, discarding their womanly close. Thor then looked at Loki and said, "We shall not speak of this" (probably) and it was done.