===ZEUS===
From Wikipedia:
Zeus is the youngest son of the Titans Cronus and Rhea, the children of sky god Ouranos and elder goddess Gaea (also known as "Mother Earth").
i.e. Gaea is Zeus grandmother
===THOR===
From Wikipedia:
Thor's natural affinity for Earth was eventually revealed to be due to the fact that he was the son of the Elder GoddessGaea
===Conclusion===
Thor's mother is Zeus grandmother making them nephews. Has Marvel ever addressed this?
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