Several ways: 1) you can puree the corn kernels in the blender and add to soup instead of whole kernels; 2) you can whisk together a bit of cornstarch and whatever milk you are using and add that to the soup while it cooks; 3) you can add a paste of equal parts softened butter and flour thoroughly mixed and add this to the final stages of cooking the soup. 4) if you use the cobs to make the stock it will often act as a thickener.