Visible crew/equipment: A reflector screen is visible on Hawkeye's sunglasses at the very end when Thor and a restrained Loki are returning, presumably, to Asgard. (02:06:10)

The Avengers (2012)
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Answer: While Loki is not immortal, he's just as powerful as Thor, and many mortals would consider him a God as well. Loki is actually a Frost Giant taken in by Odin, but is just as invulnerable to many attacks. There may also be an element of magic involved in his survival as well.
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