Really, it always made sense to me that Thor should be able to fly without the hammer. Both in the comics or out. Just because of the wind thing and the controlling of it.
Never has really happened though. Would have been cool if they played that angle up more with Unworthy Thor but alas.
The "unworthy" THOR needs to be asked the same question ODIN asked movie THOR "Are you THOR, the God of Hammers?"
I'm confident he still has his storm powers as they are his birth right, he is just too dependent on having a hammer.
As to flying they should have it where he can transport himself via lightning.