This list contains the relevant deaths and rebirths and reincarnations, which help explain why Loki’s brain is currently made of Swiss cheese.  There is one other event that happens before all the rest, but it’s not really a death in the true fashion, and it’s contained in issues that are very difficult to find anyway.  Instead, I’ve only included issues available through Marvel Unlimited, because they are overall the easiest to find in general, even without the app.

This list contains a lot of context and build-up, though not the full events for which most of his deaths take place. 

✨ – Denotes issues which can be read to get the minimum context necessary
☠ – Denotes issues where the actual deaths occur

TitleIssueRelease DateNotes
Thor (1998)#80 ✨Aug 2004Disassembled - The Avengers have broken up in the wake of chaos and calamity. Thor goes back to Asgard, where all hell is breaking loose as Ragnarok is upon them.
Thor (1998)#81 ✨Aug 2004
Thor (1998)#82 ✨Sep 2004
Thor (1998)#83 ✨Oct 2004
Thor (1998)#84 ✨Nov 2004
Thor (1998)#85 ☠Dec 2004This one ended the series for quite a while, and is why Thor was not present during Civil War. There wasn't another main continuity Thor title until 2007.
Thor (2007)#1 ✨Jul 5 2007This starts the Straczynski run, which is widely regarded as one of the best. This also begins the very slow lead-up to Siege, for which I will eventually make a full list containing all the moving parts within and without Asgardia. I'll include here some of the highlights that help add context to the end of the event. The whole thing is very worth reading.

This is also where Asgard begins to be known as Asgardia, which stuck around until very recently.
Thor (2007)#4Nov 14 2007
Thor (2007)#5 ✨Dec 28 2007The beginning of the infamous "Lady Loki" arc. Again, part of the larger picture that is Siege, and not at all how fandom at large likes to represent this character.
Thor (2007)#6Feb 27 2008Bill and Kelda are kind of the important ones here. They don't directly play a role in what's to come, but their presence is part of a larger scheme.
Thor (2007)#12Dec 24 2008The retcon and the reveal. Loki is up to several layers of shady shit.
Thor (1966)#600Feb 11 2009Jumps from vol 3 back to vol 1. idk why. Continues from the previous issue to finalise part of Loki's plan.
Thor (1966)#601 ✨Apr 22 2009
Thor (1966)#602 ✨Jun 24 2009
New Avengers (2005)#56 ✨Aug 26 2009The Norn Stones enter the equation. Similar to the Infinity Stones, but from Asgard, basically.
New Avengers (2005)#57 ✨Sep 23 2009
Thor (1966) #603Sep 30 2009
Thor Giant-Size Finale (2010)#1Nov 25 2009Loki's plan is now almost completely in motion
Thor (1966)#604Dec 3 2009The next few issues are direct aftermath of the finale, and all take place in rapid succession. This whole thing isn't directly related to Siege and what follows, but it sets a mood concerning gods living amongst humans
Thor (1966)#605Dec 23 2009
Thor (1966)#606Jan 27 2010Because this all happens so quickly, despite being spread out, there's a lot that happens in other titles in between, some concerning Asgard, some not. Between the Asgardians appearing to align with Doom, and the events of the next item on this list, everything very quickly goes to hell.

The Thor series continues on alongside the Siege events, focusing primarily on his own involvement in everything.
Siege (2010)#1 ✨Jan 6 2010
Siege (2010)#2 ✨Feb 3 2010
Siege (2010)#3 ✨Mar 17 2010
Siege: Loki (2010)#1 ✨Apr 14 2010A flashback, which reveals the final part of Loki's insane plan.
Thor (1966)#609 ✨Apr 28 2010
Siege (2010)#4 ☠May 12 2010Loki has regret.
Thor (1966)#611Jun 30 2010Honestly worth it just for Thor's hilarious eulogy.
Thor (1966)#617 ✨Nov 10 2010Thor misses his brother, and nothing good will come of it. Or, in which that shady deal with Mephisto and Hela has led to a little boy from Paris.
Thor (1966)#618Dec 8 2010
Thor (1966)#619Jan 19 2011Loki's back, everyone knows, nobody's happy about it.
Journey into Mystery (1952)#622 ✨Apr 13 2011The magpies come into play.
Journey into Mystery (1952)#623 ✨May 11 2011
Journey into Mystery (1952)#624Jun 8 2011This is part of something much, much bigger (they usually are), but it's largely irrelevant to this list. I've included this issue only for Leah, who is important to Loki and instrumental in some of his decisions.
Journey into Mystery (1952)#626.1 ✨Aug 31 2011This takes place during #622. Specifically, between panels 4 and 5, on page 21.
Mighty Thor (2011)#18 ✨Aug 8 2011Part of Fraction's run, which is a complete acid trip, and worth reading in its entirety. Starts the Everything Burns arc, which spans both this title, and Journey into Mystery
Journey into Mystery (1952)# 642 ✨Aug 29 2011Leah dies in the preceding issue. Again, the entirety of Loki's run of this title is worth it, but largely irrelevant to this list.
Mighty Thor (2011)#19 ✨Sep 5 2012
Journey into Mystery (1952)# 643 ✨Sep 12 2011
Mighty Thor (2011)#20 ✨Sep 19 2012
Journey into Mystery (1952)# 644 ✨Sep 26 2012
Mighty Thor (2011)#21 ✨Oct 17 2012
Journey into Mystery (1952)#645 ☠Oct 24 2012This is weird, and it took some people several reads to understand. Basically, Ikol (the magpie) was a horcrux; a copy Old Loki made of his own soul as insurance. When the boy reincarnated "wrongly" in his eyes, the copy manipulated him into carrying out a sequence of events which led to the copy being able to kill the boy and immediately possess his body, stealing his work toward redemption, while having his formally evil motives and desires.

The character known as Kid Loki is dead, however his vessel remains. Ikol is also not truly Old Loki, as he's a cheap copy; an imitation made quickly and with sloppy work. While the body still technically remains the same, this is the fourth unique soul to bear the name and title.

It's important to note that nobody knows any of this has happened. It is a secret Ikol alone knows.
Young Avengers (2013)#1Jan 23 2013The problem with taking over the body of a 12 year old boy is that it's the body of a 12 year old boy. This entire run is worth reading, but I'm including it here just to help establish what comes next. TL;DR, Loki becomes a Young Avenger after trying to steal some magic.
Young Avengers (2013)#11 ✨Oct 23 2013Introducing the current character design, and explaining how he aged up to passably adult-ish.
Loki: Agent of Asgard (2014)#1 ✨Feb 5 2014Again, this entire run is extremely worth reading in its entirety. I'm only going to include the relevant issues, concerning King Loki's role in this story (who is not Old Loki, despite a similar character design).

Mobius' joke about throwing a stone and hitting a Loki was very accurate. There are a lot of them, even in 616.
Loki: Agent of Asgard (2014)#3 ✨Apr 2 2014
Loki: Agent of Asgard (2014)#5 ✨Jun 4 2014
Loki: Agent of Asgard (2014)#10 ✨Jan 21 2015
Loki: Agent of Asgard (2014)#11 ✨Feb 18 2015
Loki: Agent of Asgard (2014)#12 ✨Mar 18 2015
Loki: Agent of Asgard (2014)#13 ☠Apr 15 2015The "Ego Death" as it's called. It seems to be a lot more than just that, since he comes back with an entirely new body that seems unfamiliar even to him, as better seen in the next issue.

This new iteration, whilst utterly unhinged and clearly missing half his brain, is the one who seems to the most likely to succeed in bettering himself.
Loki: Agent of Asgard (2014)#14 ✨May 20 2015
War of the Realms (2019)#1 ☠Apr 3 2019There is a LOT to get into here, that's very difficult to condense into a small list. TL;DR: Loki has been playing the double agent ever since the conclusion of Agent of Asgard (possibly longer; the lead-up to this event had been going for about four or five years). He's been playing both sides, feeding Malekith information to gain favour, whilst manipulating Earth's heroes into preparing for a war they don't yet know is coming. This is that war.

Some characters know he's been playing the double agent, and one or two even know whose side he's truly on.
Unbeatable Squirrel Girl vol 2 (2015)#43 ✨Apr 10 2019Includes Loki's perspective of the events in the previous comic.
War of the Realms (2019)#6 ✨Jun 26 2019
Loki (2019)#1 Jul 17 2019This does not strictly lead up to a death, but it it's in a similar vein. Following the events of War of the Realms, Loki is now the King of Jotunheim. He hates it. It is the most boring, awful, tedious thing he has ever done and he would much rather be out getting wasted in illegal sky casinos and bullying high school students.

This is a brief miniseries that begins a quest to actively shed his titles and solidify the new ones he has chosen for himself.

This series happens out of order, just to make things extra confusing for no reason at all.
Loki (2019)#2Aug 14 2019
Loki (2019)#3Sep 11 2019
Loki (2019)#4Oct 9 2019
Loki (2019)#5Nov 20 2019
Thor (2020)#9 ✨Nov 4 2020Continuation of the above. This arc actually has very little to do with Loki directly; Don Blake goes fucking insane and embarks on something uncomfortably close to a genocidal rampage to cleanse the world of all Thors.
Thor (2020)#10Dec 2 2020
Thor (2020)#11Jan 6 2021
Thor (2020)#12Feb 17 2021
Thor (2020)#13Mar 17 2021
Thor (2020)#14 ✨Apr 14 2021Loki has officially shed his titles at this point. He is no longer the God of Lies.