Given how much of a smackdown Hulk laid upon "puny god" Loki at the end of the first Avengers movie, and knowing Loki is sitting on the throne of Asgard in disguise as Odin, we can also envision a scenario where Loki, continuing to abuse his powers, has taken Hulk and placed him into some dangerous arena (sort of Planet Hulk style) for his amusement and revenge. If you recall, Thor: The Dark World featured a major Hulk Easter Egg by including Planet Hulk's Korg in its opening battle sequence. And the planet where Planet Hulk takes place in the comics is home to the Sakaraan, the antagonist army featured in Guardians of the Galaxy.
The last, and perhaps most unlikely option, is that someone on Earth helps Banner get off-world. Someone like Doctor Strange (Benedict Cumberbatch) who will be introduced in his own movie next fall has the power to do so. There are ties to a certain artifact in Odin's vault on Asgard to the mystical powers of Strange so we can see a scenario where Doctor Strange pops up in Thor 3 too. After all, Hulk served with Strange in the original Defenders team in the comics and the two fought against each other in the World War Hulk story.
When we spoke with Kevin Feige around the release of Avengers: Age of Ultron at the beginning of summer we asked him what's next for the Hulk and he played coy, saying he doesn't know. When we followed up looking for hints on if he left Earth Feige replied "We will have to see. We will have to see."
It's difficult to know at this point how long Hulk's role in a third Thor movie was part of the Phase 3 plan, especially given that the character was originally set to appear in Captain America: Civil War. But with Hulk now playing a lead in Thor: Ragnarok, we can only hope to see the film take some cues from the comics where Hulk starts to sport weapons and armor as part of the Planet Hulk/World War Hulk stories. Marvel Studios could even draw some inspiration from the more recent "Fear Itself" crossover event in Marvel Comics where Hulk is one of several characters to pick up and wield a Mjolnir-like mystical weapon that drives him mad, but also enhances power and indestructibility.
Anything to keep Hulk interesting... and to keep selling those toys. How and why do you think Hulk shows up in Thor 3?
Captain America: Civil War will release on May 6, 2016, followed by Doctor Strange - November 4, 2016; Guardians of the Galaxy 2 - May 5, 2017; Spider-Man - July 28, 2017; Thor: Ragnarok - November 3, 2017; Black Panther - February 16, 2018; The Avengers: Infinity War Part 1 - May 4, 2018; Ant-Man and the Wasp - July 6, 2018; Captain Marvel - March 8, 2019; The Avengers: Infinity War Part 2 – May 3, 2019; Inhumans – July 12, 2019; and as-yet untitled Marvel movies on May 1, July 10 and November 6, 2020.