Instead of using Thor, some atheists prefer to use an example that is obviously made up and no one has ever actually believed in it. The universe was created by a flying spaghetti monster. There's nobody who does or ever has actually believed in it, but it demonstrates the same point, there is no way to prove its wrong. It can also be kind of fun, people can edit famous art and such to include the FSM. It can become somewhat of an atheist rallying cry I guess, a bit goofy perhaps, but it's all in good fun.
The other thing that can be nice about these types of concepts is they provide a bit of shorthand. If I say "Russel's teapot" a lot of extra information comes along, you know I am talking about the difficulty of proving that something doesn't exist. If I say "invisible pink unicorn" you know I am also probably talking about contradictory attributes in defining something. But is this a good thing or a bad thing? I'm honestly not so sure.
Shorthand can be good if everyone is on the same page, but without going in to the details it is hard to know how true this really is. This can be bad enough when talking with other atheists, but when talking with theists it really could convey no information at all. There's no reason to think that a random theist will have heard of the invisible pink unicorn, and yet I've seen plenty of atheists throw it out like it's some kind of trump card. Furthermore, they often don't seem ready to explain what IPU is and how it applies to the conversation. They just kinda do a "invisible pink unicorn" then drop the mic and walk away. Sometimes if pressed they will just say to go look it up on wikipedia or something. That's crap! At best this suggests that they are just too lazy to explain things, and at worst they don't really understand the point of it in the first place.
While there are times when these ideas fit perfectly into a discussion, I think it would be to our benefit to instead create examples from the ground up to fit whatever argument we are having. Trying to fit one of these examples into an argument where it doesn't quite fit can be counterproductive. Alternatively, we should assume that whoever we are talking to has never heard of it and explain it completely.