In many Tony Stark scenes throughout the MCU, the character converses with JARVIS, his very intelligent system interface, voiced by Paul Bettany.
Tony and JARVIS have an almost brotherly relationship, with both parties exchanging insults and sarcastic comments to each other. It's an odd connection, but a convincing one, with JARVIS assisting Tony with tasks he wouldn't otherwise be able to complete.
The next time you're watching a scene that features the two characters talking, keep an eye on any computer monitors that may be present in the room. Why? There's a good chance that the same conversation the two characters are having is being transcribed on a screen in the background.
The above picture is just one example from the original Iron Man, but there are many more to look out for. Keep those eyes peeled!