Marvel Studios has released a new featurette for the upcoming Thor: The Dark World, which opens nationwide on November 8th.  The HD promo includes commentary from Marvel Studios’ chief architect Kevin Feige, Thor: The Dark World director Alan Taylor as well as stars Chris Hemsworth (Thor), Natalie Portman (Jane Foster), and Tom Hiddleston (Loki).
 
It is clear from this promo (and previous trailers, see "'Thor: The Dark World' HD Trailer"), that the action in the second Thor movie moves off-world as the film begins to explore the nine realms.  As Taylor put it: "A lot of the fun of the first film was bringing Thor to Earth, and in the second one we will see Jane Foster taken to Asgard and having to cope with that" (just like Thor had to cope with being on Earth in the first film).