"Is Vanaheim secure?" "As are Nornheim and Ria." [...] "For the first time since the Bifrost was destroyed, the Nine Realms are at peace. They're well reminded of our strength, and you have earned their respect and my gratitude."
Loki mentioned the Realm to Thor as they were discussing their previous adventures as they waited for Thor's coronation ceremony. Loki says it was an example of a rare time Thor was nervous, but Thor corrects him and says it is the rage of battle, as well as crediting himself with fighting through 100 warriors. However, Loki credits himself for helping their friends out of danger.
It was briefly mentioned by Thor when he was first banished to Earth and he tried to figure out to which realm he had been sent. 
It was again briefly mentioned by Thor when he reported that Nornheim, in addition to Ria, had been secured following the destruction of the Bifrost Bridge.
In Norse mythology, Nornheim, or Urðarbrunnr, is a section of Asgard and the home of the Norns, three old wise sisters. Every day, the gods traveled over the Bifrost Bridge to their meeting place in Urdarbrunnr. It along with two more wells nourishes Yggdrasil.