They might also face a moral dilemma. Loki has been an enemy to the Avengers in the past. Some members might be hesitant to risk their lives to save him. There could be internal arguments within the group about whether it's the right thing to do.
Another challenge could be the state Loki is in when they find him. He could be severely injured or under some kind of spell or mind control. The Avengers would not only have to rescue him but also deal with his condition. Maybe they need to find a way to break the spell or heal his injuries quickly while still being in a dangerous place surrounded by enemies.
One challenge could be the security around Loki. His captors might have strong defenses and guards. The Avengers would have to fight their way through to reach Loki.
In many such fanfics, the Avengers might find Loki through various means. Sometimes it could be intelligence they gather about the location where he is being tortured. For example, they might intercept a message from Loki's captors or notice some strange energy signatures that lead them to the place.
In some fanfictions, Loki might use his magic to outwit the enemies that the Avengers are facing. For example, he could create illusions to deceive the villains and lead them into a trap.
One common theme is redemption. Loki has done a lot of bad things in the past, and when the Avengers save him, it can be seen as a step towards his redemption. For example, he might start to question his previous actions and motives. Another theme is forgiveness. The Avengers have to forgive Loki for his past wrongdoings in order to save him. This can lead to some interesting character dynamics, like Tony Stark being the most reluctant to forgive at first. Also, the theme of unexpected alliances often comes up. Loki and the Avengers are not natural allies, so their coming together in these fanfictions can create unique storylines.
There's a fanfic called 'The Loki - Avenger Alliance'. In this story, Loki is forced to team up with the Avengers due to a common threat from another dimension. It's full of action scenes and interesting dialogues between the characters, especially Loki's sarcastic remarks which are really in - character.
A really cool scenario could be Loki using his shape - shifting abilities in a very creative way. He could transform into an enemy's most trusted ally and then manipulate the situation from within. By doing this, he can gather crucial information and use it to save the Avengers at the last minute. Maybe he discovers the location of a bomb or a weapon that is about to be used against the Avengers and is able to disable it just in time.
One common theme is redemption. Since Loki has done a lot of bad things in the original stories, many fanfics focus on him trying to make up for his past actions and gain the trust of the Avengers. Another theme is family, especially his relationship with Thor which often plays a big part in the stories. Power is also a theme, like how Loki's magic can be both a threat and an asset to the Avengers.
They show him kindness and try to understand his motives. They offer support and help him find a better path.
One interesting fanfiction could be 'The Avengers' Unlikely Rescue'. In this story, Loki gets into a situation where he's in over his head, and the Avengers, despite their past differences, come to his aid. It delves into the complex relationships between the characters. For example, Thor is torn between his loyalty to his brother and his newfound comrades in the Avengers. The story might also explore Loki's reaction to being saved by those he once considered enemies, adding an interesting layer of character development.
In a Truth or Dare Avengers and Loki fanfic, there could be a really funny scene where Loki is dared to transform into Captain America and do his patriotic speech in a comical way. It would be hilarious to see Loki's take on Steve Rogers' serious moments.
Thor would be a likely candidate. Since he is Loki's brother, he already has a connection with him. Thor might be the one to convince the other Avengers to give Loki a chance and be the first to reach out and try to befriend him in this new situation.