I think that a fantasy film theme could work...
I considered a way to ground the film, as to suspend disbelief, would be to start on Earth (in the here and now)... then cut to Asgard (along the theme that I mentioned above), but establish that it is a place within our own galaxy...
Picture the Milkyway galaxy... a bright star-clustered center with spiral arms circling outward. Earth is somewhere in the outer half of the radius from the center to the outer rim (in the spiral arms)... aka Midgard. The bright center has stars that are much more packed together than in our area of space. This could be embellished to have created intense gravity effects and huge levels of cosmic radiation... All that energy and mass (stars and very dense objects) clustered together would also have a dramatic impact on the time-space continuum as well (literally warping time-space), causing the sense of immortality for Asgardians compared to us... Now, any being that evolved on a planet in this high gravity, high cosmic radiation, high energy environment would have greatly increased physical characteristics over ours... including great strength, density, durability, resistance to forms of energy, and the ability to manipulate energy... Accordingly, technology would not advance in this society. Necessity is the mother of invention, but these Asgardians are able to do things via their own strength and force of will... so the need for technology is not present. Thus the dark age look and feel to the landscape.
I even imagine a line where Odin banishes Thor to Midgard where he says "You will return to Midgard, but without the benefit of your Asgardian might... you will live as a commoner among the people of Midgard, where you shall learn the importance of humility and serving a proper cause" (which is a prelude to him admiring Cap and the Avengers mission as a "proper cause").
What the hell is even there?
