Has Thor ever accidentally gotten people killed or had to sacrifice a lot of people to save a lot more?

Well, no, as i can recall. In fact that´s the reason of why he holds back

Can't think of anything off the top of my head. Closest he came was when he pulled off the Midgard Serpent off the Earth and literally shook the planet. I think he also lamented the damage he caused in his fight with Hulk in Thor #350 I believe (or was it 300?), which showed why he rarely cuts loose on Earth.

I ask because if Sunfire showed up a few seconds later Thor was about to blow up most of Rio to save what he could in Uncanny Avengers. So I was just curious why Marvel hasn't put Thor in many impossible choice situations.

The moment you're talking about was beautifully drawn and written, with some genuine tension.