Watchin this replay and wondering - would terrans ever go thors&mass banshee against zerg and what would be proper counter for that?
They might want to try, but they would need tons of gas to do so.
There is no magical unit composition which will counter this, and even if there were NonY wouldn't have been able to build it in time anyway. You should never think to yourself "What do I need right now" because by that time its already to late.
If you end up meeting masses off units, without having a ton yourself, it means you either:
Both of these things are the essence of Macro and you should probably practice getting a better ratio between making units and gathering resources seems your best option
If we look at the specific replay you linked we see that PainUser didn't just go mass Thor/Banshee, he actually went MMM and every time his army died he tried to save the Thors and Banshees. If you look at NonY's composition (Colossus heavy) and his tactics (trying to pin PainUser down), its clear NonY was over-specializing for fighting an MMM ball and not for dealing with Viking/Banshee/Thor.
In a short: PainUser didn't win as much as NonY lost.
NonY didn't spend enough time scouting his opponent and over specialized (instead of going for a more general build), he engaged at a bad time for him (before his HT came up for Feedback), and he took a very late third base (putting him behind). NonY tried to "counter" and it essentially hurt him.
Suggested counter composition:
Ling+Hydra+Infestor(Roach) followed by an overseer OR Corruptor+Ling+Muta followed by an overseer
I'm just theorycrafting here as I don't really come up against it often enough to have a really good experience based answer.
Since you seem to be looking for more of a unit composition counter, for Zerg you're probably going to have to hit tier 3, probably corruptor/broodlord. You're going to have to do a lot of delaying though since Broodlords take forever to tech to. "Rushing" to broodlords would get the first one around the 9-10 minute mark with pretty much no army, whereas you can easily a thor out by the 5-6 minute mark with a decent size army to back it up.
If you're going that route, early muta harass to keep them turtled while you get your econ and tech up. Remember to try to take free damage with the mutas and don't engage anything that isn't a super 1-sided fight in your favor.
Another route that might work if you're not already going air is ultra/hydra. Ultras can take on thors 1v1 (I think it was around 10-15 before it started swinging slightly in the thors favor due to range) and hydras do the same for banshees. Ultras in the front would take the damage from the thors. Again, ultras are still slower to tech to than thors, so lots of delaying is necessary to get to a point where you're at an even count of ultra to thor. I'd probably go roach/hydra into ultra/hydra.
That being said, you will need an economic advantage. Zerg pretty much needs to be at least 1 base ahead of the opponent to stay in the game.