I think Thor has one of the best character arcs.
He is first introduced as an impatient, aggressive and impulsive prince with a bellicose nature.Throughout the first and second films we see him rely on his trusty hammer Mjolnir to defeat his enemies. Odin, his father, plays the role of his guide by mentoring him and grooming him to be a better person and a better leader.
Thor Ragnarok takes a different tone altogether.With so much loss visited on the god of thunder, he is matures emotionally to combat the threat to Asgard.The movie sees him truly tap his latent power as a god and play the role as leader of his people after the passing of Odin.
In Avengers infinity war,he is visited with more death and sorrow but ultimately musters strength and forges the storm breaker which now cements him as one of the most powerful characters in the marvel universe.
We see an entitled prince lose everything and gradually grow into a responsible and powerful guardian of the remainder of his people and the entire universe.