In the comics, most encounters between Thor and the Hulk have ended in a draw, or been stopped before any sort of final determination can be made.
Two of the classics include:
- JOURNEY INTO MYSTERY 112: recounts in detail a battle between Thor and the Hulk originally seen in much-abbreviated form in an early issue of AVENGERS (3 or 4, presumably).
- DEFENDERS 10: Fight between Thor and the Hulk is stopped by the arrival of their respective teams (the Avengers and the Defenders).
Marvel has released a trade paperback with these and other encounters between the two (these are the two from there that seem the most iconic to me), entitled THOR VS. HULK (Amazon link). Glancing through their other fights, they are generally evenly matched in terms of strength.
Interestingly enough, one of the more common ways in which Thor could gain the upper hand was during the days when he would turn into regular human Donald Blake if he wasn't in contact with his hammer for more than a minute. The Hulk would be confused by his sudden disappearance, and in some cases would lose interest and wander away. Note that this was similarly during the period where the Hulk had an almost child-like mind (and, unfortunately, a child-like lack of understanding of the consequences of his actions).
I'll also note that I didn't see Thor taking advantage of his powers of the weather in these encounters. In terms of brute strength, the two are fundamentally portrayed equal most of the time.
Of course, one must keep in mind the classic answer to "Who'd win" questions in the comics - "Whose book is it?"/"Who's writing it?". In general, if either side's going to come out looking better, it'll be the one whose book the fight appears in, or whose usual creative team is writing the book the fight is in.