I thought of him, but I wanted someone who was green, although Haxorus is more yellow than green. He's still a possibility, though.
I considered Lucario as Captain America, but I already had two Steel-types and needed a Water-type.
Another Pokémon that I think could be a good Thor is Thundurus.
I can't get Landorus unless I borrowed a Tornadus or bought Black.
Thank you for all of the suggestions.