Einherjar is a team of elite warriors of Asgard and are their most celebrated. They were led by Ander. They rejected Sif, Volstagg, Fandral, and Hogun from joining. They were tasked with training Thor, though when Thor wanted to show off Odin told them that they could not beat him. Later they accompanied Algrim to Svartalfheim to find Thor and Elderstahl. They found him but Algrim took the sword and killed all the Einherjar.
Later, Sif was allowed to join, thanks in part to Thor. Eventually, Thor would lead the team and used Ander's winged helmet and cape in his honor.
In the comics as in mythology, the Einherjar are actually fallen warriors that the Valkyries have taken to Valhalla to await Ragnarok. Though perhaps, the video meant to show that they were a team and later killed thus becoming the group known to modern day peoples.