Black Widow is one of two Avengers (out of six original members) not been given a stand-alone movie. As a result, her back story has been noticeably lacking - and in her case that's a massive shame, because there have been hints that it is every bit as interesting as the Black Widow fans know from the comic books. Natasha Romanoff has suggested that she has had her brain messed with, references have been made to various interesting adventures she had has (like the one in Budapest) and she mentioned to Bruce Banner about having started out in the spy game when she was very, very young. Loki also referred to key incidents involving Sao Paulo, a hospital fire and the fact that her history has a lot of "red" in it. With Scarlet Witch able to influence people's minds in various ways, this is one issue that does like being rectified in Avengers: Age Of Ultron - it's safe to assume audiences will get the chance to learn more about Black Widow's back-story. That can only be a good thing.
