Having watched all of the films recently, I'd have to put Thor at the bottom, simply because the story was rushed and Thor's character arc was really disappointing. When the main character gets very little development and the villain is given all of the best emotional material, the film has to be considered somewhat of a failure.
After I first saw Thor in the theater I knew that Loki was going to be a major hit with fans, whereas Thor himself wouldn't resonate as much. Why? Because Loki was made into a sympathetic character, his motivations were fully examined and people felt drawn to him because his pain was so real. Thor, in contrast, went from brash braggart to remorseful son without as much in the way of great emotional scenes or interactions that would show us how and why he had changed. Add to that the underdeveloped Thor/Jane relationship and too little time with the Warriors Three and you have a film that was unsatisfying on a deeper level although it was a good superhero movie.
This is definitely not to say that I don't like Thor or think it is a bad film. It simply isn't as fully realized as the other MCU films. That is down to the script because the acting from everyone was fine, as was the direction. Chris Hemsworth is the perfect Thor and it's a shame that he got shortchanged in his own film. Hopefully the next one will do better by Thor himself, instead of expending too much energy on Loki.