NOTE: By necessity, the following article contains massive spoilers for Thor, as well as The Incredible Hulk, both Iron Man movies, 75+ of Marvel Comics continuity and potentially some aspects of Captain America and The Avengers.
I can only imagine that being a "regular" audience member in an opening weekend theater for any of the films in Marvel Studios' now more-than-halfway completed project in shared-universe moviemaking building up to Avengers is fairly surreal; the camera keeps panning by pieces of furniture or seemingly random background characters and half the theater is suddenly gasping in excitement for reasons you cannot for the life of you perceive.
Last weekend's summer kickoff epic, Thor is chock full of such moments though, unlike prior Avengers lead-ins, it's fairly subtle about them ... with, of course, the exception of its post-credits bonus scene, the "big reveal" of which stands as one of the series' all-time "inside baseball" references.
Confused? Confounded? Wondering which ones you missed? Let's get into it, in no particular order ...
The Eye of Agamotto
This I was not expecting, and it may be the most interesting item in this piece as it's essentially teasing a Marvel/Avengers film that hasn't actually been officially announced yet.
Odin's (Anthony Hopkins) Weapons Vault is one of the primary locations of Thor, a storehouse where the King of the Gods keeps cosmic super-weapons collected from vanquished foes in his warrior days. The film proper is concerned mostly with the Casket of Ancient Winters as a central plot point, but the place is packed with relics culled mostly from Marvel Comics' "magic-side" stories. A few of them are hard to distinguish offhand (people tell me you can see the Infinity Gauntlet that surprised everyone at Comic-Con, but I didn't spot it in the film myself) but one gets a full-scale close-up: a pair of crescents enclosing a glowing orb that hovers in place, looking like an eyeball.
This is The Eye of Agamotto, one of the relics that will (presumably) one day be used by the Sorcerer Supreme, Doctor Strange. As is the way with most magic charms in the Marvel canon, The Eye does pretty much whatever the writers want it to do, though its main function is usually letting Strange perceive and affect entities and events that mortals typically cannot.
Nick Fury and S.H.I.E.L.D.
For those who perhaps skipped the Iron Man movies but did see Thor, the shadowy government agency that quarantines the magic hammer Mjolnir, interrogates Thor and confiscates Jane Foster's Asgard-related research is called S.H.I.E.L.D. Ostensibly, they're supposed to be in charge of the "weird-ass unexplained stuff" side of National Security, but their appearances and actions in the films so far heavily hint that they are aware of some looming threat that connects the various Marvel Universe movies and are maneuvering to thwart it.
Central to this undertaking seems to be "The Avengers Initiative," a government-backed team of specially-powered individuals introduced by S.H.I.E.L.D. director Nick Fury (Samuel L. Jackson) in the post-credits scenes of Iron Man and the running B-story of Iron Man 2. This is also the "team" mentioned by Tony Stark (Robert Downey, Jr.) in his cameo in The Incredible Hulk. For the record, in the comics continuity, Thor was one of the five founding Avengers (Iron Man, Hulk, The Wasp and Ant Man were the others) and Thor villain Loki (Tom Hiddleston) was their first enemy.