Not long after their parents died, Thor and Loki's relationship became obvious to all who knew them, and of those who opposed it Heimdall was the only one who dared to say it to their faces.
"I was charged with looking after both of you," he had said sadly one evening when he came into the house and found them curled up together on the sofa, half-naked and more than half-drunk. "This would have broken their hearts. This is wrong."
"Heimdall, they're dead," Loki had countered sourly, pulling on his shirt. "They can't feel a fucking thing."
That callous remark led to Heimdall punching Loki, which led to Thor hitting Heimdall, which led to Loki pulling a gun and shooting Heimdall in the chest, and that eventually led to Loki fleeing the scene in wild fear that he had accidentally killed his father's most loyal lieutenant.
It also led to Loki finding himself in Southern California with Tony Stark, who had not forgotten Thor's assault but was willing to let Loki work off the debt.
Then again, Tony was always willing to forgive a pretty face.
Thus, Thor did time for something he did not do, but neither Heimdall nor Thor ever told the truth. It was a short sentence anyway, the city being what it was, and Thor's reputation grew with his prison stint. When he came out, he had practically found himself an army, having secured the loyalties of a dozen men and their own crews who were due to be released soon, and he had his three and he had Sif, who warmed his bed in Loki's absence.
Laufey's gang which had taken advantage of Thor's absence had taken over some of Odin's old grounds, but the Giants with no leader soon fell before the Sons of Odin - Thor's new name for his people. Heimdall left the city, one arm forever maimed by a shattered elbow ("a freak accident", he told the doctors who treated him, but no one could swing a sledgehammer into their own elbow).
It took Thor another three years to break the various gangs' strongholds, and then to replace the District Attorney with someone of his own choosing. He then took over the city inexorably: his money helped to elect government officials, his wrath helped checked the excesses of his people, his charisma won the hearts of the citizens with funding for schools or other civic necessities. The money came from other sources; Thor's hands were never clean for more than a month. He didn't care.
Eventually he made it into the city council. Just a junior member, not important enough to raise the suspicion of any federal agent, but his presence reminded the city's leaders to whom they owe a great deal to.
When his control was secure, he wrote a letter.
Then he waited.
"You have a letter," Tony tells Loki one autumn evening after they have come back from Stark's latest demonstrations in Iraq.
There is a letter, indeed, and when Loki opens it much later that night after an energetic roll in the sheets he smiles, and then he cries so hard that Tony almost calls Pepper for help with Loki.
Two days later Thor finds himself a new apartment in a nice neighborhood, very well-protected.
Loki comes back to the city and he shakes his head with disbelief. It is different, vastly so, and the city no longer knows him after six years.
Thor remembers, though, and he brings Loki to the apartment he selected specially for him.
"You are amazing," Loki tells Thor after a breathless kiss or ten. "You are incredible and amazing and I love you."
"I missed you."
"You never wrote."
"...Are you angry with me?"
"Yes, Loki. I am angry," Thor tells his brother. He tugged the slender man into his arms tightly. "I am very angry, Loki, at your leaving me. And you will pay for what you've done." He presses his mouth close to Loki's ear and whispers, "You will pay for it for everything, brother."