Does Thor Have a Post-Credit Scene?

Yes, there are extra scenes during, or after, the end credits of Thor.

At the very end of the credits: "Thor will return in The Avengers."

Then immediately to an extra scene, about 2 minutes long, involving Nick Fury and Eric Selvig.

As always, the extra scene is crucial to the ongoing story of The Avengers.

The credits run for about 10 minutes total.