Captain America's shield will be broken, in Avengers 2: Age of Ultron. In the first installment of Captain America, we learn from Howard Stark (Tony Stark's father), the creator of the shield, that the shield is made of Vibranium, an alien metal. From the comics, we know that Vibranium can only be found in Wakanda, the home of the Black Panther. And it's the hardest metal on earth. In the comics, the Avengers go to Wakanda to have the shield repaired. It's unlikely that they will travel to Wakanda for this express purpose, but it's still a tie-in.
Ultron, the villain in Avengers 2, will go through several iterations of self-improvement. This will likely result in Ultron upgrading himself to Vibranium. This seems like the only logical way that Captain America's shield could be broken, considering that even Thor's hammer could not put a dent in it, in the 1st Avengers installment. Tie-in #2.
Andy Serkis will be playing [Black Panther](movie:9047)'s nemesis, Ulysses Klaw. It would be convenient that Ultron takes delivery of stolen Vibranium via Klaw. We know that Ultron will, at least for a time, have persuaded the "gifted" twins, Scarlet Witch and Quicksilver, to side with him. So, it's likely that Klaw is also an Ultron ally for a time. Having stolen the Vibranium, Klaw would easily have drawn Black Panther out of Wakanda, into the fold. Tie-in #3.
Chad Boseman has been cast as Black Panther (aka T'Challa). The movie is slated for release on November 3rd, 2017. That's quite a while away, considering how many other Marvel movies will be released before then (i.e. Captain America 2: Civil War, Guardians of the Galaxy II, Doctor Strange, [Thor: Ragnarok](movie:956858)). It's difficult to imagine that Black Panther would not make an appearance until after all of these movies.
However, how could they introduce him in [The Avengers: Age Of Ultron](movie:293035), in advance of an origin story? Perhaps the Black Panther movie will not be an origin story.