Asgard

After many months of research and the rare conversation with Loki, Bureau R&D has released a report concerning the other-dimensional realm commonly referred to as "Asgard"

Asgard is (or rather was) a highly unusual dimension. Rather than having one quantum frequency (as most dimensions do), it varied between eight quantum frequencies (exactly how this came to be is a mystery Ray Robertson would give his left eye to solve). Due to its variable frequency it was able to interact with other worlds that shared its quantum frequencies.
The variable frequency allowed travel between Asgard and the eight other dimensions with relative ease (this allowed Dimensional Gates to be formed from Asgard to the other worlds at half the normal difficulty and cost, and gates were twice thier normal size) and lead to the legends of the "nine worlds" of Norse Mythology.

In Mythology, the Nine Worlds were divided into 3 levels, with 3 worlds in each. The Nine Worlds are described to the best of R&D's knowledge :

Asgard:
This is the world in which the Norse gods resided. This dimension was rich in magical energies that provided the gods with their powers. Accoring to myth, there were no evil beings what-so-ever allowed in Asgard,
Due to the supernatural nature of the Asgardians there were few dwellings outside of the gods' homes. Other than the abodes of the Asgardians, there were only the communal halls which where created for the "dead" warriors. These halls were known as: Sessirum (Freyja's hall) and Valhalla (Odin and Frigg's hall). These halls were used by the "dead" humans imported to Asgard, Odin and Freyja split the "dead" warriors evenly, half going with Freyja, the other half with Odin. The warriors were well treated and underwent continuing training until the time of Ragnarok. In actuality the "dead" warriors were not dead at all, they were living warriors who were brought across a rainbow bridge into the Asgardian dimension by the Valkyries and revived from near-death by the magics of the Norse gods. The goddess Eir had spells that were capable of healing mortals who would seem to be beyond hope. These revived warriors were then enchanted with spells to bestow longevity upon them. (unfortunately this spell has been lost since Ragnarok).
Asgard still exists but it is a devastated world where nothing lives, not even bacteria.

Vanaheim:
This world was untouched by sentient beings until the Asgardians discovered it. The world of Vanaheim was a garden paradise, and the gods who were attuned to nature (Sif, Njord, Nerthus, and Jord) took possession of this world vowing to keep it pure and untouched. This world was apparently the site of some of the more spectacular battles during Ragnarok.
It's current status in unknown, but Loki informed Bureau researchers that they should not venture to this world.

Alfheim:
This is the world where the "good" (or "light") Elves live. Ruled by Frey this land saw heavy fighting in the final days of the Asgardians, according to Loki, some of the elves escaped Ragnarok by slipping away to Midgard before the battles began. This world had almost as much magic as Asgard itself but was completely drained of all energy and life by the elves who were defending themselves. During the final days of Ragnarok the elves called upon every erg of power they could tap into for their massive spells, going so far as to draw on the life force of the very trees and animals of the world.

Nidellvir:
Nidellvir is the world in which the dwarves lived. Note that the Asgardian dwarves are not to be confused with common terran dwarves. Asgardian dwarves were approximately 4 - 4&1/2 feet tall and very stocky. These Asgardain dwarves were excellent craftsmen and were known to make the best weapons and armor in all the nine worlds. This world was scoured by the legions of Surt on his way to Asgard in order to equip his troops and deny the Asgardians access to the dwarven weaponry.
The Bureau has recovered one of the ancient dwarven hammers, a massive iron weapon heavy with enchantments. Such weapons are highly sought by both the Bureau and The Brotherhood Of Darkness Inc.

Midgard
Midgard is Earth. This dimension was spared Ragnarok only because Odin forbade any of the gods from travelling to our world for a century before Ragnarok erupted. Since no Asgardian gods were present on Midgard during the final battles, Midgard was spared (almost, Loki's bridge cause some minor spillage into our world resulting in the Black Plague epidemics of the mid 1600's).

Jotunheim
This was the world of the giants. Like the dwarves, Asgardian giants are not to be confused with popular myths. Asgardian giants stood a mere 8 to 10 feet tall (hardly gigantic by most storytellers' standards) and the majority of the giants were evil. The giants were basically humanoid in appearance and color, although they tend toward the neanderthalic in body and bone structure.
Loki himself was half giant, and considered Jotunheim his home. This world was mostly mountainous and rugged terrain, and harsh world where groundquakes and storms ravaged the inhabitants regularly. According to Loki, Jotunheim was "split to the core" during the opening skirmishes of Ragnarok.

Svartalfheim
Svartalfheim was better known as the world of the Dark Elves (or dark dwarves: the elves in the Bureau deny any relationship to these creatures) . These are the elves to which Loki always went to for help. The entire population of this world lived underground and there are no records of what its surface was like (it may have even been under another of the known nine worlds). This world was full of nefarious magic and creatures from nightmare, such as Trolls who were the least human-looking of the denizens of the worlds of Asgard.
Many creatures from this world fled to Midgard before its destruction.

Muspell
A world of fire, home of Surt - lord of the fire giants. Surt was probably the most vile being of all the nine worlds. His legions were composed of giants and demons and were always at war with the Asgardians. Surt's demons dwelled in Muspell, but sometimes ventured to the other worlds in the name of war. According to Loki, this world was in a close orbit around a red giant star and was the location for the many of the final battles between the gods.

Hel (located within Niflheim)
Queen Hella (who was Loki's daughter) lived here, and ruled over the spirits of the Asgardian and mortals who died of violence, sickness or old age (those that couldn't be helped by Eir, or whose longevity had given out). It is theorized by Bureau researchers that Hella was a necromancer and may have fed upon the spirits of the dead she ruled.

Niflheim
Described as a world of ice and shadows, this world's star was little more than a smoldering cinder (a brown dwarf) and the only living creature here was Nidhogg the Dragon, who survived by feeding on corpses provided by Hella.
According to Loki, Nidhogg and Thor were prophecized to battle in Nidhogg's lair and were preordained to slay each other in the final hours of Ragnarok.

Other Asgardian Phenomena

Bifrost - A multicolored bridge that seemed to be made of of fire, air and water that connects Asgard to the other worlds.
In fact there was no single Bifrost bridge, Most gates to between the nine worlds were created and maintained by Heimdall who used his most powerful artifact to form the bridges. This artifact was a horn known as Gjallar, and was an extremely powerful magical item. The Horn had the power to create dimensional gateways, the exit point of these gateways was determined by Heimdall. Other gods of Asgard could make gates to the other worlds but none as easily or as large as those created by Heimdall.
The rainbow effect was caused by the fluctuation of Asgards quantum frequency.

Mimir - The Well of wisdom located in Asgard and supposedly a source of much magical energy.
It is not know if Mimir survived with its power intact.

Mjolnir - Thor's Hammer crafted by the dwarves of Nidellvir, its current status is unknown.

Megingjord - Thor's belt, also crafted by the Nidellvir dwarves, this belt is believed to double the strength of the wearer.

Modi & Magni - sons of thor who were phrophesized to survive Ragnarok, thier current status is unknown.

Vadir and Vali - sons of Odin who were also to survive Ragnarok, current status unknown.

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Source Material: William Travis