In 965 A.D. the final battles of the Asgard-Jotunheim War were fought in Jotunheim. The Asgardians won, and after the battle Odin took the realm's main source of ice magic, The Casket of Ancient Winters, and Laufey's abandoned son with him to Asgard.
In the movie Thor Jotunheim is seen as a dark, cold, and rocky place. After a few Frost Giants had managed to get into Asgard's weapons vault, Thor wanted to go to Jotunheim to get some answers on the break-in. He and his friends ended up in a fight with the Frost Giants, and had to be saved by Odin.
Later in the same movie, Loki took a visit to Jotunheim to strike a deal with Laufey. He would help Laufey and his Frost Giants to Asgard, so Laufey could kill Odin and Loki would take the throne. However, Loki betrayed and killed Laufey, his father, and then tried to destroy Jotunheim with the Bifrost. Thor managed to destroy the Bifrost before the realm was completely destroyed.