

When the Tesseract reveals its true powers to Red Skull (before consuming him) the heavens are shown much like in "Thor". Asgardians were the "Gods" referenced throughout the film. Yggdrasil wall art hides the Tesseract, the Tree of Life, the same concept design that Thor shares with Jane Foster.

Connections to "Thor" -Tesseract cube (or the Cosmic Cube) is a weapon left on earth by Odin during his battle with the Frost Giants in 965 AD in Norway as shown in the opening of "Thor".

Howard Stark finds the lost Tesseract at the end, which leads him creating blue print designs about the cubes structure and overall power, which can be seen in a case of paperwork that Tony looks through in the middle of "Iron Man 2". Rogers attends a Stark Expo, the very same Expo seen in "Iron Man 2" -Cap's Shield is made of Vibranium, a rare element, the very same element what Tony is able to reproduce with his fathers clues in the designs seen in "Iron Man 2". Stark Industries responsible for most of the tech in the film, their 1940's logo are found at the expo and labs. See rules 1 and 2 for addressing spoilers in titles.Connection to "Iron Man 1 & 2" -Howard Stark helped created the tech to create Captain Ameirca and was directly involved in much operational planning and the missions, which would lead him down the road as one of the original founders of S.HI.E.L.D. Instructions on using spoilers in comments:
