Loki has been a villain for nearly 50 years in the comics, and he's rarely been portrayed with the depth he's gotten in this film. Comic Loki is closer to the Loki of the myths who was always more antagonistic to the Asgardians.
I've tried thinking since I've seen the film(twice) if Loki has ever been portrayed as nuanced, sympathetic and relatable as he was written and directed in the movie. I can't come up with a story but I don't claim to have read every Thor story either. I read Thor in the 80's, left his title in the 90's and only came back with MJS's run 6yrs ago.
The thing though is that all the pieces are there in the comic for the narrative arc they presented. It's all Marvel comic gospel if you will, it's just never been laid out(that I know of) so excellently.
I'm saving a third viewing for the weekend before or day of my Captain America viewing in about 7 weeks.