From the Poetic Edda:
Thor awoke with a start. His hammer, the mighty Mjöllnir, was missing. He shook his shaggy head, and his beard bristled with anger as he groped around him.
He shouted to Loki, "My hammer has been stolen! No one in heaven or on earth can know what a loss this is for me!"
Forthwith they rushed to Freyja's shining halls.
"Freyja," said Thor, "will you lend me your feathered coat to help me seek my hammer?"
Freyja said, "I would lend it to you even if it were made of gold or silver."
Then Loki put on the feathered coat and, leaving Asgard, winged his way to Jotunheim, the world of giants.
Thrym, the lord of giants, sat upon a mound, smoothing his horses' manes and twisting golden halters for his hounds. He said, "How are the Æsir? How are the elves? Why have you come to Jotunheim?"
Loki said, "It is ill with the Æsir; it is ill with the elves. Tell me, have you hidden the Thunderer's hammer?"
Thrym said, "Yes, I have hidden Thor's hammer eight leagues deep in the earth. No one can win it back from me, unless he brings to me fair Freyja as a bride."
Loki flew away, the feathered coat rustling. He left behind the world of giants and winged his way back to the world of the gods.
Thor met him there in the middle court. He said, "Were your labors successful? Tell me the tidings before you land. Sitting causes one to forget, and lying causes one to lie."
Loki said, "Yes, my labors met with success. Thrym, the lord of giants, has your hammer; but no one can win Mjöllnir from him, unless he brings to him fair Freyja as a bride."
Forthwith they rushed to find fair Freyja. "Dress yourself in bridal linen," said Thor. "You and I are on our way to the world of giants."
At this Freyja foamed with rage. The halls of Asgard shook with her anger. The necklace of the Brisings broke apart. "You may call me man-crazy, if I go with you to Jotunheim," she said.
Straight away all the gods and goddesses gathered to discuss how they could recover Thor's hammer.
Heimdall, the fairest of the gods, like all the Vanir could see into the future. "Let us dress Thor in bridal linen," he said, "and let him wear the necklace of the Brisings. Tie housewife's keys about his waist, and pin bridal jewels upon his breast. Let him wear women's clothes, with a dainty hood on his head."
The Thunderer, mightiest of gods, replied, "The gods will call me womanish if I put on bridal linen."
Then Loki, son of Laufey, said, "Thor, be still! With such foolish words the giants will soon be living here in Asgard if you do not get your hammer from them."
So they dressed Thor in bridal linen, tied the necklace of Brisings around his neck and housewife's keys about his waist. They pinned bridal jewels upon his breast, and dressed him in women's clothes, with a dainty hood on his head.
Then Loki, son of Laufey, said, "I will accompany you as your maid-servant. Together we shall go to Jotunheim."
Forthwith the goats were driven home to be harnessed. The mountains trembled, and the earth burned with fire as Odin's son rode to Jotunheim.
Thrym, the lord of giants, said to his kin, "Stand up, you Jotuns, and put straw on the benches. They are bringing fair Freyja, daughter of Njord from Noatun, to be my bride. I have golden-horned cattle grazing in my yard. They are pure-black oxen, a joy to giants. I have treasures aplenty and rule over great riches. Freyja is the only thing that I lack."
Day soon became evening, and ale was brought to the giants' table. There Thor ate an ox and eight whole salmons, in addition to all the dainties that were served to the women. Furthermore, he drank three measures of mead.
Thrym, the lord of giants, said, "Have you ever seen a bride eat and drink so heartily?"
The maid-servant wisely answered thus: "Freyja was so eager to come to Jotunheim that she has eaten nothing for eight nights."
Thrym stooped beneath his bride's veil, wanting to kiss her, then jumped back the whole length of the hall. "Why are Freyja's eyes so fearful?" he said. "I think that fire is flaming from her eyes."
The maid-servant wisely answered the giant thus: "Freyja was so eager to come to Jotunheim that she has not slept for eight nights."
Then a poor sister of one of the giants came in and dared to beg a gift from the bride. "If you want my love and friendship then give me the gold rings from your fingers," she said.
Then Thrym, the lord of giants, said, "Bring me the hammer to bless the bride. Lay Mjöllnir on the maiden's lap, let the two of us thus be hallowed in the name of Vor, goddess of vows!"
When Thor saw the hammer his heart laughed within him, and he took courage. He first slew Thrym, the lord of giants, then he crushed all the giant's kin. Finally he slew the old giantess who had begged for a bridal gift. Instead of coins she got the crack of the hammer. Instead of rings she received the mark of Mjöllnir.
Thus Thor won back his hammer.