What happens when the geography of a major city doesn't allow desirable shooting locations and the script to match up? Fix the city!
Thor: The Dark World is a huge fantasy epic spanning nine intergalactic realms, following the story of an alien creature with god-like powers fighting to save the universe from the powers of darkness. But what really killed the film's gritty realism for me was the poor Tube geography.
Think of it as happening in a parallel universe. Which it is.