The Avengers
Tom Hiddleston aka Loki explains how the various directors made sure all the Marvel movies interlocked together:


He also explains some of the sartorial changes to Loki:


[Den of Geek]

There's allegedly scenes that involve the introduction of Scarlett Johansson's Black Widow and in one, she's being held captive by Russian thugs while on an undercover mission. The thugs are trying and failing at intimidating her and her phone rings to which she orders the thugs to pick up. The call is from Agent Coulson who tells her that Nick Fury needs her to return immediately.

She then beats up the thugs while being tied to a chair. Breaks it. Escapes. Hello Black Widow?