After the credits were over for Iron Man 2, Agent Coulson, that agent from SHIELD, shows up in New Mexico. In the middle of some desert. He looks down to what appears to be a bunch of workers scattered around a large indention in the ground, as if a meteor had landed there. He turns around and makes a phone call (i think to Nick Fury) and says, "We found him." The camera zooms away from him and pans down towards the ground, revealing the mighty hammer of the god of thunder, Thor.