So i was rematching the trailer today and something occurred to me.
The above scene where Loki is approached by armed SHIELD Agents, previously me, like many others just assumed it was Loki breaking out of confinement possibly on the Helicarrier. But i dont believe that is what is happening here, especially as he is in that i have just been teleported Terminator-style pose, and he is wielding his staff.
The rig Loki is on and the cables running to it make me instead think this is what Erik Selvig has been working on with Fury/SHIELD.
I had a lot to work with: the Foster theory, a gateway to another dimension... it's unprecedented...
Erik Selvig - Thor (2011)
I propose that this rig is set up, in the NASA research centre, to reproduce a wormhole to Asgard but a Loki-controlled Erik Selvig recalibrates it to bring Loki to Earth from whatever he is.
So thats my theory, some of you may have already called it, and lots of you will think im talking rubbish... but thats what im going with... and we will find out in 80 odd days :)
Update: I also predict that the device is powered by the Cosmic Cube, which Loki steals as he escapes. Iron Man and Captain America are sent to a location that seems to be emitting the same energy as the cube and happen upon the arrival of Thor, hence the forest confrontation.