In the Thor film, the Bifrost Bridge connects the nine realms. The bridge connects to Earth in New Mexico. Shouldn't it connect to somewhere in Scandinavia? The people in that region are the ones who worshipped the Asgardians, so logically those people were exposed to them. Also, the Captain America film confirms that the Asgardians were in Scandinavia back then. So why did it connect to New Mexico instead of Scandinavia?
Honestly, there's no in-universe reason given. Thor landed in the desert in the middle of New Mexico because that's where the plot was.
I'm sure it could be spun differently by a sufficiently talented writer, to give some bullpucky reason (most likely something about sypathetic alignment, given many of the technologies required for the creation/study of the E-R Bridge were nearby), but those are just that: bullpucky.
My guess is the Frost Giants invasion of Earth was focused on the cold regions (where they were more at home) and they chose Scandanavia. Thus, the Asgard landed there (in an aimed transport) to oppose them.
When Thor was sent to Earth, it wasn't aimed. Odin just had it turned on, Heimdal said, "Yep, that's land alright. He won't land in the middle of the ocean and drown. Off you go!" The forming of the bridge is what attracted the plot.
I would assume that the bridge connected to any place on Earth. Since the tech on Asgard was WAY more advanced, I would think they could pinpoint more than 1 location on Earth for transport.
I would assume they sent Thor to New Mexico because it was in the middle of no where and that that is where Thor's challenge to become a true hero would be tested more.
The Vikings stopped worshipping the Asgards as gods a long long time ago, so there is no reason for the bridge to connect to anywhere in Scandinavia.
Odin almost certainly picked New Mexico for a few good reasons:
- Wide open spaces for a landing.
- Low population, so as not to attract too much attention.
- Enough population for Thor to prove his worth.
- It's newer than mexico
- Potentially higher moral standards (though if so is a decision from Odin's perception, not the author's)
Remember he wasn't banishing him forever. He was giving him a time-out.