Avengers: Age Of Ultron - 32 Easter Eggs, In-Jokes And References
31. The HYDRA Base
When the Avengers break into Baron Von Strucker's castle (after breaking through his forces enhanced with Chitauri armour harvested from the Battle of New York), Tony Stark finds a secret room containing a number of interesting artefacts.
Most notable, obviously, is Loki's sceptre, but the room also includes a Leviathan corpse from the first film (massively reduced in size, by the look of it), and other Chitauri tech that Strucker had been using to augment HYDRA forces. The presence of the Leviathon calls back to Stark's PTSD, which Wanda uses to unhinge him with a vision of another invasion of Earth.
HYDRA were clearly also working on their own drone system, or at least attempting to rip off the Iron Man initiative, since Ultron's second form is also seen lying in a box in the background.