- The rumored "huge opening scene" of the movie is Loki making a deal with an alien (later revealed to be Thanos' associate) on the outskirts of the Nine Realms. Loki is given the Chitauri army in promise that he will obtain the Tesseract (Cosmic Cube) for them.
- During the Hulk vs Thor fight, Hulk tries to lift Mjolnir but fails.
- Tony Stark at one point refers to Hawkeye humorously as "Legolas".
- Captain America does not utter the iconic words, "Avengers Assemble".
- Hawkeye is under mind control for roughly half of the movie.
- It is revealed that Bruce Banner tried to commit suicide. He remarks that he "put the gun in his mouth and pulled the trigger but the 'Other guy' spat it out".
- Loki is brutal in the film (supposedly more so than Joker in TDK). At one point Hawkeye (still under mind-control) needs the scan of a man's eye, so Loki goes to Germany and promptly butchers him.
- Asgard doesn't have monkeys...
- Stark and Banner leave together in his Acura at the end of the movie (possibly implying the presence of Banner in IM3).
- War Machine's absence is not explained, although Jane Foster's is (she's apparently under special protection in case Loki went after her).
- Black Widow is indeed (or rather; was) Russian.
- Hulk gives Loki an absolute thrashing, and promptly refers to him as a "puny god".
Also, lastly, a great scene description of the chilling Black Widow/Loki interrogation (many thanks to @flickchick85 for this):
"Basically she comes to Loki in the cell to bargain for Barton's life. Or so it seems. He tells her he expected her to show up as the "friendly method of persuasion" after Fury and Co. tortured him a bit, not so soon. He inquires about her interest in Barton, asking if it's love. She says, "love is for children. I owe him a debt." Then she tells him her backstory with Barton from back when she was an assassin. She says she's got some "red on her ledger" that she's trying trying to make right.
During her whole story, Loki acts sympathetic and then totally flips, listing all her past victims he shouldn't know about (but learned of from Barton) then telling (more like yelling at) her exactly the horrible death he has in store for her and Barton. She breaks down and calls him a monster and turns away. Then he says something about the Hulk being the monster they were foolish enough to bring on board, and then she turns around... She was faking the breakdown. She says, "So Banner's the reason you're here? Good to know. Thanks." Or something to that effect, then leaves."