Captain America
In the first trailer for
Iron Man 3 we saw Ben Kingsley's Mandarin pull down his hood and we all saw a massive Captain America shield with something in the middle, director Shane Black also touched on the shield. “It was actually a part of the design of The Mandarin, part of his cobbling together. It’s the Captain America shield with an anarchy symbol in the middle of it. It’s a corruption of America thing.”
Thor
About an hour and 30 minutes into the film, Guy Pearce's character references the mighty god of thunder Thor saying "nothing's been the same since that big guy with the hammer fell out of the sky"
Bambi?
Happy Hogan calls out to an off-camera security agent called Bambi, in the comic books Tony Stark's long time executive assistant is called Bambi Arbogast.
Hulk
SPOILERS
After the end credits have rolled if you stay for about 2 minutes more you will see Bruce Banner (played again by Mark Ruffalo) talk with Tony about his stress and what happened in the movie. Surprisingly he is the only Avenger to make a full on appearance in the movie.
Ellen Brandt
Ellen Brandt in the comics is the wife of Man-Thing; she also helped Doctor Strange control the Man-Thing when he went on a massive rage through the city. Even though Strange or Man-Thing are in the film, having Brandt could be a ground plan for the upcoming Doctor Strange movie. I doubt Ellen will return though...
Warren Ellis
The president of the United States in Iron Man 3 is called Ellis, the last name is Ellis, and this is a reference to writer Warren Ellis who wrote the Extremis storyline in which Iron Man 3 is based on. Writer Drew Pearce confirmed the Easter egg via his Twitter! “Fact: our President Ellis is named after the brilliant and hairy @warrenellis, an unsung architect of the MCU Iron Man.”
Iron Man 3 is a 2013 American superhero film featuring the Marvel Comics character Iron Man, produced by Marvel Studios and distributed by Walt Disney Studios Motion Pictures. It is the sequel to Iron Man and Iron Man 2, and the seventh installment in the Marvel Cinematic Universe, being the first major release in the franchise since the crossover film The Avengers. Shane Black directed a screenplay he co-wrote with Drew Pearce, which is based on the "Extremis" story arc by Warren Ellis. Jon Favreau, who directed the first two films, serves as executive producer, along with Kevin Feige. Robert Downey, Jr. reprises his role as the title character, with Gwyneth Paltrow, Don Cheadle, and Favreau reprising their roles as Pepper Potts, James Rhodes, and Happy Hogan, respectively. Guy Pearce, Rebecca Hall, Stephanie Szostak, James Badge Dale, and Ben Kingsley round out the film's principal cast.