I just got back from seeing the Avengers a second time and I paid close attention to the details and noticed something. In the opening scene when the mysterious alien character simply called "The Other" (Played by Alexis Denisof) is talking to Loki and later on is shown threatening Loki, he is obviously an alien. But if you look carefully, he is wearing an elaborate dark colored hood and some sort of face guard. Hismouth is about the only thing visible. My first thought was that he was a Chitauri. But The Chitauri's faces are more shaped like an animal skull and are very odd looking. "The Other" clearly has a human-like mouth and jaw behind that weird mouth guard. So you can rule out him being a Chitauri. If you look even closer, his chin looks somewhat odd. Either scars or deformity.
Now lets think, characters in the Marvel Universe do we know that have an odd-looking chin? *Cough* Skrulls *Cough*...
Could it be that he was a Skrull servant of Thanos? Watch the film again, and see if you notice the Chin of "The Other".