Warning! Spoilers Thanos: The Infinity Finale by Marvel Comics below.
As the Marvel Universe was being torn to shreds by the villainous Annihilus, Thanos teamed up with the Avengers in order to stop him. While battling alongside Thor, the Mad Titan revealed, while he loathed admitting it to the God of Thunder, that he was proud to fight alongside and share his potential final moments with the brave warrior.
The Infinity Finale took place in a time where the most powerful cosmic forces, including Galactus, The Kree Empire, and the Celestials, have fallen to Annihilus. Most of Marvel's greatest heroes were killed in the ensuing battle leaving only a few survivors. Thanos is brought back from the dead by Lady Death, and meets up with the remaining heroes and villains and tells him he's actually an ally, as his sole goal is to stop Annihilus once and for all. After some intense discussion about the true intentions of the villain who once snapped half of reality from existence, Thanos convinces the survivors to let him join them as they plan a final attack against the bug king.
In Infinity Finale by Jim Starlin, Ron Lim, Andy Smith, Guru-eFX, and Clayton Cowles, Thanos and the remaining survivors, including the Silver Surfer, Captain Marvel, Thor, Doctor Doom, Hulk, Black Bolt, and Gladiator, engage in a massive battle against Annihilus' army. The fight is extremely deadly, as a number of heroes are killed, including Gladiator, Hyperion, Doctor Doom, and Captain Marvel. With their backs up against the wall, Thanos and Thor use every last ounce of their powers to stop Annihilus' forces. While standing atop a pile of corpses, Thanos admits he's proud to fight alongside a brave warrior such as the God of Thunder in his final moments.
Unfortunately, those would be the last words Thanos spoke to Thor, as the Asgardian god was soon killed by a powerful blast from Annihilus. Before Thanos is killed again, Adam Warlock erases the universe - leaving him and the Mad Titan alone in a white void. Eventually, the universe would be saved when Thanos convinced Warlock to assume the role of the Living Tribunal in exchange for the One-Above-All restoring reality.
Ultimately, the Infinity Finale was an epic, albeit complicated story that featured numerous perplexing and incredible changes to the normal Marvel Universe. However, the story brought one of the coolest team-ups from Thanos and Thor, as they fought Annihilus forces knowing full-well it was likely the end for both of them. Thanos admitting he was proud to fight his last battle alongside Thor showed the villain really was trying to save the universe, making the Avenger and Mad Titan unlikely allies until the end.