With the release of The Avengers: Infinity War on digital comes information regarding different directions and scripts the movie could have taken, including the following about an alternate origin for Thor getting Stormbreaker.
The Avengers: Infinity War saw Thor, Rocket and Groot go off to Nidavellir where Peter Dinklage's character Eitri created the Stormbreaker axe with Groot literally lending his arm for an assist.
However, it's learned that at one time plans were underway for a totally different scene involving Thor's quest for Stormbreaker.
"We explored a lot of different ideas of where Thor could go for that weapon. We even had versions of the story at one time where he was going to visit this sort of ghost of his dead grandfather - which was one version we were playing with that we didn't end up using. I am happy where we had settled," Joe Russo recently said.
Thor's grandfather happens to be Bor, the one time King of Asgard, son of Buri, father of Odin, and grandfather to both Hela and Thor, who was responsible for the defeat of Malekith and the Dark Elves' army during the First Battle of Svartalfheim; Bor would eventually die in battle, with Odin succeeding him.
We can possibly assume that since Bor was dead, that Thor would have had to travel to either Hel or Valhalla to aquire a new weapon to take on Thanos.
The alternate origin for Stormbreaker actually does sound pretty cool, as it wouldn't have come off as goofy as Peter Dinklage's giant dwarf, and it would have also tied into Thor: The Dark World as Bor was featured during the opening of the film (pictured above).
(via Cinema Blend)