I included kind of a lot, because I’m not sure what you’ll actually be able to find without Marvel Unlimited.  For the most part, this is Loki out messing around with other people, but it has a little bit of Asgard sprinkled in.  I reference Siege in this list, but that’s a huge event that I plan on assembling on its own dedicated list in the near future, because none of the official reading lists actually include everything relevant to it.  TL;DR, that’s the one where Loki dies to give way to Kid Loki.

Main continuity

  • Balder the Brave (1985; 4 issues) – Doesn’t really have anything to do with anything, but if you want to start reading for Angela, this one sets up the precedent for the other kids out running around doing their own weird thing
  • Amazing Spider-Man (1999; #503-504) – Loki and Peter team up to save one of Loki’s many children from a witch.  A rare, softer Loki from this era.
  • Thor (2007; 35 issues; Loki first appears in #5) – The Lady Loki arc.  Be prepared, because fandom wholly misrepresents just how vile and reprehensible this is.  A+ arc. 
  • Thor Giant-Sized Finale (2009; oneshot) – Finale to the previous arc.  Leads into Siege, which is a whole other can of worms
  • Thor: Season One (2013; oneshot) – The current “starting point” for the Thor comics.  It corrects Marvel’s sliding timeline by taking the original Journey into Mystery (1952) run, and modernising it.  Everything that happened in 616 previously is still canon, but it exists nebulously until it’s explicitly brought back into the narrative.  If you’ve seen panels where Loki got a bloodied nose, and his blood is blue, this is where that came from.
  • All-New Marvel Now! Point One Vol 1 #1.NOW (2014; oneshot) – Like, fuck that title first of all.  This was a failed attempt by Marvel to establish hard starting points within 616 to make it easier for new readers to jump in.  Unfortunately, the titles sucked and made it more confusing.  This bridges the gap between Young Avengers and Agent of Asgard, by having Loki go on a hunt for missing keys.
  • Ms Marvel (2014; #12 & #17) – Loki hanging out with a bunch of weird high school kids.  And by hanging out, I mean irritating the hell out of them.
  • Unbeatable Squirrel Girl (2015; #7-8) – Loki hanging out with irritating a bunch of weird college kids. 
  • Ms Marvel (2015; #6) – More high school shenanigans
  • Dr Strange (2015; #1, #381-385) – Honestly, this entire run is great.  #1 sets up the fuck up that has led to basically everything since.  Strange did not pay his bill in terms of the magic he uses, and in doing so gets half of the multiverse killed, and kills the Dragon Lines.  381-385 is where Loki comes in to fix Strange’s fuck up so Midgard has a fighting chance against Malekith.
  • The Amazing Spider-Man (2015; #795) – Another wary team-up between Loki and Peter, this time involving hell wasps.
  • What If? Thor (2018; oneshot) – What if Thor were raised by frost giants.  Absolute adorable, but also tragic
  • Infinity Countdown Prime (2018; oneshot) – idk why they do this
  • Infinity Wars Prime (2018; oneshot) – Prelude to Infinity Wars
  • Infinity Wars (2018; 6 issues) – The obligatory “gotta do what the MCU is doing” arc, but better than what the MCU were doing.  Gamora folds the multiverse up, and Loki winds up having to pick a side.  In the process, he learns that someone is erasing him from history.
  • Infinity Wars: Infinity (2019; oneshot) – I don’t know why this had to be a separate title.  It’s part of the above.
  • Avengers (2018; #1-6) – Loki performs his “greatest hits,” aka manipulates the Avengers into re-forming, so Midgard has a fighting chance against Malekith.
  • Wolverine: Infinity Watch (2019; 5 issues) – Loki and Wolverine team up to keep the chitauri from getting their hands on the Time Stone, which is now inhabiting a random human.  Mild TVA shenanigans occur.
  • Avengers: Loki Unleashed (2019; oneshot) – A throwback to the classic timeline.  Loki fucks around and finds out, so Sigyn goes to the Avengers to get them to rescue his dumb ass.

Variant timelines

  • Loki (2004; 4 issues) – Loki wins and becomes King of Asgard.  Sometimes also titled Blood Brothers.  You want the one with Rodi and Ribic in the credits.
  • Thor The Mighty Avenger (2010; 8 issues; Loki appears in #3 & #6) – After Siege, Marvel started looking at rebooting Loki as a character, and began playing around with him in different contexts.  This was the first one, which uses Thor’s banishment to Midgard as a backdrop, where Loki is just an irritating little imp instead of the villain.
  • Trials of Loki (2010; 4 issues) – This one recently got a reprint with Ikol on the cover, but don’t be lied to.  This was another one where they were trying to find a more mischievous Loki, rather one that had become outright cruel and psychotic.  Retells a lot of myths in a Marvel context.