One of the staples of the MCU is the "post-credits cookie," a little snippet after the last credits roll to keep bums on seats (and enjoy the names of all the people who worked hard on the film) and help set up the next entry in what looks to be a very long-running franchise. (Source)

Actor Paul Bettany has a little part here as JARVIS, the online artificial intelligence in Tony Stark's Iron Man suit. Bettany's a famous actor and has starred in his own movies, which makes it odd that he would take a little role just to whisper plot exposition into the main hero's ear. But all that anonymous toiling paid dividends in the next Avengers movie, Age of Ultron, in which he goes from being a disembodied voice to being heroic android (and instant Avenger) the Vision. (Source)

Remember when Bruce Banner wakes up in that empty warehouse, and that kindly old security guard asks him if he's an alien? If the actor looks familiar, he should. He a legendary character actor named Harry Dean Stanton, and his "Are you an alien?' line is a reference to his most famous role: the hapless astronaut Brett in Ridley Scott's Alien. (Source)

You're probably all aware of the Stan Lee cameo by now, but we'll bring it up for those who missed it. Lee, the creator or co-creator of a huge number of Marvel characters, shows up in almost every Marvel movie. It's happened so often that it's become a running joke, one the filmmakers definitely love. (Here's a list of where he pops up in all the films.) (Source)