(Man, I was justt teasing you with MFA3, You're barely done with 2!)
Those stages look great! I'm particularly interested to play MaxCarnage with Daredevil or Blackcat or Ironfist...
About Asgard, what do you have in mind? A full multi level stage with many backgrounds and enemies and a boss or a single area just to say "we have asgard on the game"? Is it part of special mode (FF? Cap?) or regular story? Without knowing how it fits into story would be difficult to give ideas...
Anyway, I think possible places to go there are:
Rainbow Bridge, to get there... obvious choice of first level.
Valhalla (sort of a tavern level, maybe just a cutscene would suffice)...
Odin's Palace (maybe for facing Loki)
Ice stage (whatever is the Frost Giants ice realm called, maybe a variation of your 2nd level but with more mountains on the background and some weird sky...)
Niffleheim/Netherworld (kind of shadow/ghost/inferno world...)
Some cave for the dwarven realms, maybe invaded by the fire giants.
Finding the right bases would be kind of difficult, but would be nice to fight Enchantress and Executioner as bosses. She could be manipulating Asgardians into fighting the heroes (arent they done as Thor's helpers already?).
And if you put a "horse" head on Thor, you can add Beta Ray Bill as NPC...

Warrior women as Valkyrie or Sif would work (tyris from GoldenAxe?)
Dark elves as minions on some levels as well (maybe Shadow Elves resized from D&D?).
Note that I only know about Asgard from games and cartoon so maybe I've said stupid things here.
PS: Ecco the Dolphin might have nice stages for Atlantis, but I'm not sure about atlantean enemies...