So, in the aftermath of the Chicago incident, Volstagg flees back to Oklahoma, and has turned himself in to the local cops as a show of good faith to sort things out, since they're amiable heartland bumpkins. However, while in jail chatting with police, the assault begins.
Four scans from Thor #607, the start of the Siege tie-in.
At issue's end, Ragnarok (aka Clor) shows up from...wherever he's been (he was in an Avengers: The Initiative story arc, I believe, but I didn't read it) to kill Volstagg.
char: volstagg, creator: kieron gillen, creator: billy tan, title: thor, publisher: marvel comics