For the first part of the level, you'll encounter more Vikings until you reach the bridge where the statue of Thor is. You can do it in a number of ways but if you continue as normal, like the first challenge in Mephisto's Realm, this time you throw your enemies into the fire. Keep doing it until it's disintegrated. The lightning will hit the statue and that opens to another area, also is a place where you can save your progress.
For the next part, you'll meet Balder. To free him, you'll have to free Tyr and Heimdall. Start on the left side which is the west wing. You'll be fighting more enemies until you reach the Great Forge.
In the Great Forge, you'll meet Scorpion and Lizard which is Spider-Man's two rivals. Quite obviously if Spider-Man is in your team, you get to hear the humour behind it. Their quite tough but your team of four will overcome these two villains. Also you'll see Tyr hanging on the rope at the top, above the lava pit. You need to explore the place to find the source that will cool the lava. Once you cool the lava, go to the "X" to lower him to the now cooled down lava floor. Make sure you take the teleport to where Baldur is before you start on the right side which is the east wing.
The east wing has a puzzle for which you need to solve. But to make it easy the statue has to face on the side where the picture of the blade is. Do it to both sides to open the gate.
Blocks and Ice
Next is the Grand Hall. You just need to solve two more puzzles. One side is to move blocks in its place to open the door. The 3 blocks have rune symbols and they must be placed on the matching plates. The other side is to attack three tough enemies holding a piece of the broken amulet. Once you finish both puzzles you go to where the two buttons were to unlock the final section of this area.
The next room has Heimdall frozen in ice. Also your second and final encounter with Rhino and Shocker since their separate defeat in Murderworld. This time they are together for this final. It should be a match between the four of your team. Once you defeat them, you activate all the mirrors to melt the ice.
Heimdall will then ask you to find his horn which opens up another section. Go to where the open door is unlocked and follow that path until you get to where the horn is. Take the portal to get back to Baldur.
Enchantress and Executioner
Baldur is now free after you rescue his brothers but not without a final confrontation. Enchantress and the healed Executioner will challenge your team to a fight. You best stop Enchantress from healing Executioner during the fight before taking on Executioner. Still, the final duo wouldn't be a match to your superhero team. Once it's over, you use the door in the middle to get back to Valhalla.
For one last time, you'll talk to Weasel in a cutscene and also wrap up this subplot since your team found Black Widow's laptop on the Helicarrier and finding out what Nick Fury and Black Widow is doing at that time. Once you are done looking around, go to the final area which is open to teleport you to complete your mission in Niffleheim.