Uru

"Mjølnir was forged from Uru...If such weapons fall into the hands of the Marauders, all the Nine Worlds would be at risk."

- Thor

Uru was a god-like metal forged in the furnaces of Nidavellir.

Forging the Infinity Gauntlet
In order to harness the power of the Infinity Stones, the Mad Titan Thanos travelled to Nidavellir to commission the device. When the Dwarf king Eitri refused, Thanos treated his subjects, with the Dwarf relenting, crafting a Gauntlet using an uru mould. With the gauntlet completed, Thanos killed all 299 of Eitri's subjects, before amputating the Dwarf's hands and leaving him to suffer. To cope, Eitri crafted new hands for himself, yet was still alone, with Nidavellir shutting down.

Stormbreaker
Thor, Rocket Raccoon and Groot traveled to Nidavellir to claim a new weapon in order to kill Thanos before he could gain the Infinity Gauntlet. Upon arrival, the trio discovered a sombre Eitri, who agreed to help the trio kill Thanos for taking his hands and killing his people. Selecting the most powerful Uru mould, the group created the Stormbreaker, with Groot using his own arm as the handle for the weapon, as Eitri misplaced the original.

Trivia

 * In Thor: The Dark World - The Official Game, The Dwarves used Uru to create several powerful weapons including Mjølnir, the Bloodaxe and the Sword of Torunn. The Dark Elves attacked Nidavellir, stealing the Bloodaxe and the Sword of Torunn. Thor and his allies tracked them down and recovered them.