In a recent interview with Movies.com, Marvel Studios president Kevin Feige specifically mentioned Lady Thor as a possible plot to use in the future.
"We always look back to the comics to get those ideas … sometimes very specific storylines like 'Civil War,' sometimes just nuggets or characters like 'Planet Hulk.' So anything that's happened in the comics, even a female Thor, become great potentials and the ideas from which future movies can be born."
This isn't a confirmation by any stretch of the word, but it would be an interesting to see them gender bend a character and actually acknowledge it. For now, the actors and actresses playing the roles in the MCU can stick around a few more movies if they want to.
But the sad reality of the Marvel Cinematic Universe is that, eventually, the actors are going to be too old to play their respective characters. Eventually, if we want to ever see another Iron Man or Captain America once Robert Downey Jr. and Chris Evans are done with the roles, we'll need to accept another actor playing that part. That might be tough for some fans to swallow, but there are a few ways to get around it. When it comes to Thor, the easiest way around is have someone else take up the mantle. In the comics, this mantle of Thor is currently being held by Jane.
Once the first Avenger doesn't renew, we really have to start having this conversation about where we're going in the future — or whichever bodies are on the ground by the time Thanos is defeated.
Summary: Imprisoned, the mighty Thor finds himself in a lethal gladiatorial contest against the Hulk, his former ally. Thor must fight for survival and race against time to prevent the all-powerful Hela from destroying his home and the Asgardian civilization.
Thor: Ragnarok, directed by Taika Waititi, stars Chris Hemsworth, Tom Hiddleston, Cate Blanchett, Jeff Goldblum, Idris Elba, and Mark Ruffalo. It will be released on October 24th in the UK and November 3rd in the US.