The Ultimates, Vol. 2 #5 (2005)

The Passion Play
The team pool all of their resources to strip Thor of the belt that grants him his power and take him down. The manage to get him locked up, where he rants about Loki taunting him, though the security cameras clearly show he's alone. Shortly afterwards, the Ultimates are called together to deal with a situation in the Middle East, just as Thor predicted.
Release Date: 2005