"Nick Fury arrives to New Mexico and talks to Professor Selvig (Stellan Skarsgard) about the Tesseract (cosmic cube). And it's revealed that he's (Selvig) actually Loki." In case of any confusion, they're not implying that Selvig is Loki DURING the film, but only in this scene.(Highlight the red are to see description)
I'll give a way a little,we have a surprise cameo by a previously featured character and a possible Avenger villain give-away.
And also read the following profile and see if you can find the MCU connection:
And finally wait till the very end of the Incredible Hulk and the "cameo" and they mention both the super soldier serum and then of course it fricking Tony Stark,sorry no video available .