Thor and his fellow Asgardians
travel the nine realms using the
Bifrost.
It's an Einstein-Rosen bridge or
wormhole which has a very distinctive
look, hence its nickname the Rainbow
Bridge. Einstein-Rosen bridges are
actual solutions to the equations of
general relativity. They're warping of
space-time that can connect to very
distant points in space via a shortcut
through the wormhole. Now we're not
actually sure whether nature allows for
these solutions to the equations and how
we actually go about making a wormhole,
one thing we can be sure of though
there's no way they'd have that
distinctive rainbow look. Whilst white
light like that from the Sun is composed
of a spectrum of colours, all of the
colours of the rainbow each with
different wavelengths frequencies and
energies. According to general relativity
all light irrespective of its energy
takes exactly the same path. There's no
way that a warping of space-time can
give you a separation of the colors of
light. So let's instead ask the question
are there rainbows out there in space?
Rainbows form because of how light
travels through water. The speed of light
is less in water than it is in air or in
a vacuum, so when it encounters water it
slows down and bends in the process -  this
is known as refraction. But the
refractive index over the visible
spectrum, essentially how much light
slows down, isn't constant - this is known
as dispersion. So the different colours of
light end up bending by different
amounts, leading to the separation of the
colours of the rainbow.
When this happens in a spherical droplet
of water what you end up happening is
that white light incoming gets bent by
42 degrees back on itself. This comes out
of that water droplet as a cone which we
see from a far distance as a rainbow.
The near vacuum of space is incredibly low pressure and incredibly cold, so what
happens when you take liquid water and
expose it to space? The first thing to
change is the pressure. That drops down
which actually causes the water to boil.
Only then does the temperatures start to
drop down and the water freezes into
absolutely tiny crystals. This behaviour has
been verified by astronauts when they
released their urine into space during
spacewalks. But what it tells us is that
the liquid state of water is not allowed
in space. But what about on other planets
or moons? We do know other worlds that
have something like a hydrological cycle,
just not using water. For instance Venus
has suspended droplets of sulphuric acid
and the Venus Express mission was able
to capture an image of a phenomena very
similar to rainbows. These things called
glories are what happens when the light
doesn't actually enter the droplet but
they're still affected by their presence.
Similarly Saturn's moon of Titan has
liquid methane and we think this could
cause methane rainbows, which would be
ten percent bigger than the rainbows
here on Earth. We've not actually
observed these because Titan's
atmosphere is incredibly hazy, but
there's no reason to suggest why these
methane rainbows shouldn't exist from
time to time.
But there's another optical phenomena that looks similar 
to a rainbow which might actually exist in
space: Halos. These are essentially exactly the
same as rainbows but instead of liquid
droplets, we're talking about ice
crystals. Halos are actually far more
prevalent on Earth than rainbows ever
are and because the shapes of ice
crystals can take so many different
forms they produce some amazing patterns,
which can be incredibly variable
depending on the orientation of the Sun
and exactly what ice crystals are
present. Now whilst we haven't observed
halos on other worlds just yet, we do
think they should exist due to the
physics. In fact some people have worked
out what they think the ice halos on
other worlds should look like. And as I
said before ice crystals can exist
within the near vacuum of space, so it
should be possible for a rainbow like
phenomena to come from these ice
crystals as the light hits them. So if
you want something that looks like
Thor's Bifrost in space 
what you really want is an ice halo!
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