Marvel Cinematic Universe: Definitive Guide To Easter Eggs, In-Jokes And Foreshadowing
Thor
4. The Destroyer Is Mistaken For Stark Armour
When the Destroyer first appears on Earth, a S.H.I.E.L.D. agent comments on its slight visual resemblance to Iron Man - "Is that one of Stark's?" - anticipating the ever-increasing variety of Tony Stark's armours. It also serves a tonal purpose; one of the biggest challenges for Marvel moving towards The Avengers was consolidating the fantasy of Thor with the relative realness of Iron Man, a gap a reference like this helps to bridge.
3. Walter Simonson Cameo
During the celebratory feast back on Asgard there's the third of Thor's comic writer cameos; the older looking guy next to Sif is Walter Simonson, a prominent writer/artist whose major work for Marvel came in the '80s on The Mighty Thor.
2. The Tesseract In S.H.I.E.L.D.s Hands
After being alluded to earlier in the film (and seen in sketch-form in Iron Man 2), the post-credit scene gives the first proper look at the Tesseract, the Space Stone, confirming that it's in S.H.I.E.L.D.'s hands and will be a major plot device going forward. Fury's mention of history and legend aligning when revealing it is a direct reference to the events of Captain America: The First Avenger, which followed a few months after Thor.
1. Loki's Alive And Controlling Selvig
The introduction of the Tesseract isn't the only big piece of foreshadowing made in the post-credits scene; it turns out Loki's alive and has taken some control over Selvig, setting up the key conflict for The Avengers. The logic of the scene doesn't make too much sense at first - if Loki's in control of Selvig now, why does he repeat the trick at the start of The Avengers (aside from getting less-obsessive fans up-to-date)? However, with the expanded nature of Loki's staff in the team-up (and Captain America: The Winter Soldier) it's a bit more logical; there appears to be varied levels of control.