Q:

How did Thor know Loki was on the plane?

During the movie Avengers, we are first introduced to Thor when he crashes the party on the plane, taking his brother Loki to get the location of the Tesseract from him.  How did Thor know that Loki was on the plane?

A:

Heimdall, (guardian of the Bifrost aka rainbow bridge) can see all, thus he tracked down Loki's exact Location and directed Thor to Loki. Odin used dark energy to transport Thor to earth since the rainbow bridge is destroyed. 
If you watch the scene closely when Thor and Loki are arguing a top a mountain after Thor takes Loki from the plane. You can clearly see Odin's two Ravens Huginn and Muninn flying by. So Odin is aware and present during their argument... Brilliant move by the film maker. 
Also Oak trees are representative of Thor in ancient Norse mythology. Which just happen to be surrounding Iron Man and Thor as they fight.
This movie is full of geek win.

A:

Thor seems to have some unstated capability to track and find Loki.  He knew exactly where the S.H.I.E.L.D. jet carrying Loki was when he intercepted it.  Then later in the film, after being dumped out of the Helicarrier, he knows to go to New York City to stop Loki.  If he is capable of always finding Loki, it explains both of these.

