Heimdal, Ydun, Thor and Loke in Copenhagen: "Guldhornene" [Denmark, 2007]
Danish family film following on from "Jul I Valhal". The gods have to prevent the Golden Horn from falling into the giant Thrym's hands, but as their powers don't extend so far in a modern high-tech society, they need to disguise themselves and enlist the help of 3 resourceful children.
I haven't seen either yet, just clips, though I think I maaay have found a source for the originals. As far as I can tell, Loke's primary trait is "sulkiness", lol. And being vain about his mane. He looks fetching in a blue boiler suit.