What If: Thor #1 (Marvel Comics)
Robert Kirkman (w) Michael Avon Oeming (a)
This one off issue published in 2006 shows Thor saving Asgard from being eaten (literally) by becoming the herald of Galactus. Written by Robert Kirkman of Walking Dead fame who certainly produced a good script and of course this is all turns out to be a plot by Thor's evil half brother Loki.
Art is from Michael Avon Oeming who illustrated the Powers series written by Brian Michael Bendis which I understand may become a TV series to watch out for in the not to distant future.
My own first experience of this type of story were the so-called "Imaginary Stories" that DC used to publish about Superman in the sixties. Marvel was to take this further when it launched the first of two main runs of What If in the late seventies.
I have picked up a couple of these:
What if indeed!