Classic comics Loki can certainly teleport. He's an incredibly strong all-round sorcerer (or wizard, if you count the horned headgear as a hat), probably top 5 in Asgard or thereabouts (only ones I can think of that are stronger would be Odin and Karnilla, Queen of the Norns).I had thought I remembered him doing it somewhere in the movies (but maybe it was in the comics?)... but then I thought of all of the places he hadn't used it in the movies and figured I must be wrong... until that last scene.