Marvel Cinematic Universe: Definitive Guide To Easter Eggs, In-Jokes And Foreshadowing
Captain America: The First Avenger
4. Red Skull Is Transported Away, Not Killed
Red Skull may appear to be killed by a Raiders-style face-melt, but he's actually getting transported across the galaxy - the Tesseract is the Space Stone (each of the Infinity Stones has a unique property), after all. This obviously leaves the door open for a later return, although it's resolute enough that, should Hugo Weaving maintain his unwillingness to return, it won't feel like a dropped plot thread (like the Leader).
3. A Glimpse Of Other Realms
As Red Skull's whisked away across space, you get a brief glimpse of some other realms. It's slight, but further reaffirmation of the link between the mystical and the rather grounded, World War II antics of the film itself. After all, those "Gods" everyone keeps talking about are just Asgardians.
2. Howard Stark Finds The Tesseract
One of the final things seen before the film jumps seventy years into the future is Howard Stark collecting the Tesseract from the bottom of the ocean (along with Steve's transportation to the future completing the set up for The Avengers). Although Stark would experiment with the cube, it wasn't until Thor and the Destroyer arrived on Earth (according to Nick Fury in The Avengers) that S.H.I.E.L.D. would begin to experiment on it properly, which is where the next film picks up.
1. A Trailer For The Avengers Instead Of A Post-Credits Scene
The First Avengers post-credit scene is hardly worth waiting for - it's a clip of a scene that features in The Avengers, followed by a trailer of the movie. That's it. Less foreshadowing and more blatant advertising. But, in the interests of fairness, it's worth mentioning. Now onto the pay-off...