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Ok, I'll attempt an answer, based only on the movie (not the comics) and my small bit of knowledge about Norse mythology (paired with up-to-date Wiki-research). First of all the movie depicts the gods as being just a kind of powerful aliens (wandering on the same paths as Stargate and it's farther-in-spirit Erich von Däniken already did), if I remember ...

It is never said explicitly how exactly he survived, but in The Avengers it is hinted that he was saved by the Chitauri and their leader. A mysterious character by the name "The Other" tells Loki: The Other: You question us? You question HIM? He, who put the scepter in your hand, who gave you ancient knowledge and new purpose when you were cast out, ...

I believe he would survive,it could have been just reaction lead by fear and panic. Thor can "fly" but inside a steel cage it is of no use to him so getting out is smart idea no matter how immortal he is. Falling and getting hit by a steel roof also can't feel too good...and it could ruin his magnificent hair. There is always fear of death,and especially ...

Thor would likely die or at least be severely hurt, and they are not immortal. The idea that they are immortal comes from human Norse mythology. Loki's father the ice king was killed by Thor's father Odin. Odin must go into the Odinsleep else he would die, and while in the sleep he is mortal. Thor will inherit the thrown of Asgard when his father dies. ...

They are not immortal. Human weaponry cannot kill them due to their GOD-LIKE power, but a fall like that would most definitely. Loki is a Jotan and Thor are is an Asguardian, beings who had come to Earth during the Viking age. The Vikings mistook them for Gods and so the legend of Norse Gods was born. (NOTE this refers to the mythical world of the Avengers ...

Thor is not immortal and neither is Loki, otherwise there would be little point in them fighting. Loki stabs Thor and he is clearly injured from it. They are very tough compared to humans but they are not all powerful. The fall would most likely have killed Thor - even if not it would have badly hurt him - even if not, he is not going to hang around to ...