Seeing as how it's Easter and all, I figured I'd put together a list of Marvel's best "Easter Eggs." I've chosen only the best, meaning incredibly hard to spot, or something that would only be recognized by hardcore comic readers. I've chosen to break it down by movie, not chronological order. And I'll save the best for last.
Iron Man 1
In a blink and you'll miss it moment, as Iron Man is flying down a busy street, you can catch a quick glimpse of a billboard with a dragon on it. Along the bottom of the billboard it reads, "Fin Fang Foom." This is a nod to the classic Iron Man villain from the comics; an extraterrestrial, dragon-like creature that crash landed on earth thousands of years ago. Eventually, another titular Iron Man villain, The Mandarin, would find Fin Fang Foom's ship and discover the "Ten Rings of Power." Unfortunately, this classic story line was utterly destroyed by the way The Mandarin was portrayed in Iron Man 3.
Captain America: The First Avenger
There are two Easter Eggs in particular from Caps first outing I want to point out. During the World's Fair sequence, you can see the original Human Torch on display. Yes, the original Human Torch, not Chris Evans from Fantastic Four. In the comics, the first Human Torch was actually an android, and one of Marvel's very first super heroes. Another juicy tidbit, The Vision, who we'll see in the upcoming Age Of Ultron, was partially constructed with parts from the original Human Torch. But I doubt that will come into play in the movies at all.
The second Easter Egg is a two for one, having to do with Arnim Zola. In the comics, Zola's consciousness was transferred into a robotic body, allowing him a form of immortality. In a scene where Zola is quickly gathering his things to escape a factory, you can see the blueprints for this robotic body.
In Captain America: The Winter Soldier, though not in a robotic body per say, Zola's consciousness has been transferred into virtually endless computer data-banks, so he could live on without his body.
Iron Man 2
Again, two big Easter Eggs will be discussed here. In the scene where Tony is going through his father's old notebook, you can see a drawing of the Tesseract. The actual Tesseract doesn't make its appearance until 2 movies later, in Captain America: The First Avenger.
Later in the movie, there's a scene where Tony is sitting around several computer screens. One of the screens is playing a news report about The Hulk (which seems to indicate Iron Man 2 and The Incredible Hulk take place during the same time frame). But the bigger Easter Egg is on the screen behind Tony. It contains a map of Africa, with a circled location, most likely Wakanda. This is the home of the Black Panther. And of course, we will now see the Black Panther and Wakanda in future Marvel movies.
This movie was riddled with Easter Eggs, but the coolest one by far is almost impossible to catch. And even if you did see it, you probably didn't even realize it was an Easter Egg. Only die-hard comic readers would realize its true meaning. When Agent Coulson arrives at Stark Tower to speak with Tony about the Avenger's Initiative, he gives Tony a laptop. Tony takes it and proceeds to expand several different screens, each showing footage of one of the future Avengers. But one screen in particular has a number on it, which can only be seen from behind, but is obviously the number 042. This refers to Project 42, which is a nod to the Civil War story line. During Civil War, Tony, Reed Richards and Hank Pym build a prison in the Negative Zone designed to house heroes and villains who refuse to register under the Superhuman Registration Act. They called the prison Project 42, because it was their 42nd idea on how to make the world safer once the act was put in place. And not too far down the road, we will see the Civil War on the big screen.
Thor 2: The Dark World
In a very humorous and memorable scene, Dr. Erik Selvig is in a mental institution. He's pretty much just babbling on and on about what seems to be nothing more than gibberish. Behind him is a chalk board, and on that chalk board you can see the phrase "616 Universe." For those that are unfamiliar, this refers to the Mainstream Marvel Comics Universe. There are a multitude of different universes in the comics, but the "main" universe is called the 616. Also, on that same chalkboard, are the terms "The Fault" and "The Crossroads."
In the comics, The Fault is literally a tear in space-time that occurred during the War of Kings story line, and also played a significant role in the Realm of Kings story line. This could possibly lead to the plot for a future Guardians of the Galaxy film. The Crossroads is an other-dimensional reality, serving as a nexus point to an infinite number of alien dimensions. This could potentially open up the Marvel Cinematic Universe to "other universes."
There is one last great Easter Egg from Thor 2, during the mid-credits scene. We are treated to a glimpse of what appears to simply be a large, slimy cocoon of some sort. But to any avid comic reader, this is obviously the cocoon of none other than Adam Warlock himself. Warlock is an extremely powerful being, and uses his cocoon (which makes a second appearance in Guardians of the Galaxy) to hibernate/regenerate when needed. Warlock eventually becomes a prominent member of the Guardians of the Galaxy, so hopefully we'll be treated to his appearance on the big screen as well.
And like I said I've saved the best for last. There is a scene in Thor that is literally packed with Easter Eggs, as if the Easter Bunny himself had just been there. Within Odin's Treasure Chamber, where the Frost Giants entered Asgard, you can see (shown clockwise in the picture below): The Eternal Flame (a mystical flame that cannot be extinguished, stolen from the demon Surtur by Odin to prevent him from bringing about Ragnarok), The Orb of Agamotto (a Dr. Strange reference; it's capable of teleporting people or for travelling to Agamotto's personal realm), The Lifeline Tablet (an ancient relic capable of turning its user into an immortal, near omnipotent being) and The Warlock's Eye (a mystical weapon that casts a very powerful mind-controlling enchantment).
Last but certainly not least, there is a very, very brief glance of the immensely powerful Infinity Gauntlet. This will most certainly come into play in future films. The Mad Titan Thanos uses the Gauntlet to house the 6 Infinity Gems/Stones, which have been popping up through the Marvel Cinematic Universe. Thanos will undoubtedly be looking to gain control of it, and when he does, it could spell doom for our beloved heroes.