We present a new handheld haptic device, Thor's Hammer, which uses propeller propulsion to generate ungrounded, 3-DOF force feedback. Thor's Hammer has six motors and propellers that generates strong thrusts of air without the need for physical grounding or heavy air compressors. With its location and orientation tracked by an optimal tracking system, the system can exert forces in arbitrary directions regardless of the device's orientation. Our technical evaluation shows that Thor's Hammer can apply up to 4 N of force in arbitrary directions with less than 0.11 N and 3.9° of average magnitude and orientation errors. We also present virtual reality applications that can benefit from the force feedback provided by Thor's Hammer. Using these applications, we conducted a preliminary user study and participants felt the experience more realistic and immersive with the force feedback.