EW has posted a deleted/alternative ending to Thor which shows Erik Selvig (Skarsgard) speaking to S.H.I.E.L.D. agents/scientists to put together an experiment. He references the S.W.O.R.D. database which refers to the extraterrestrial arm of S.H.I.E.L.D. An organization created by Joss Whedon during his run of the X-Men comics. The group was oddly never mentioned during the events of Avengers so it could mean they are being saved for Phase Two films.
The two films that make the most sense is Thor: The Dark World and Guardians of The Galaxy. I assume (since Selvig mentions it) the group might be apart of The Dark World as S.H.I.E.L.D. which is obviously unable to handle aliens. Stellan Skarsgard role in the Thor sequel hasn’t been named but having him apart of S.W.O.R.D. is an easy leap to make. Guardians of The Galaxy is another strong candidate considering Peter Quill’s (Star Lord) origin very well could link him as a S.W.O.R.D. pilot. Abigail Brand could show up as well if the group does make it’s cinematic presence.
It looks like there will be more cross-pollinating in the Marvel universe. BadTaste has word from Chris Hemsworth that Natalie Portman will be returning as Jane Foster in The Avengers. It was also recently mentioned by Stellan Skarsgård himself that he would be reprising his role of Professor Erik Selvig in the film as well. They join an already impressive cast that includes Robert Downey Jr., Samuel L. Jackson, Chris Hemsworth, Chris Evans, Jeremy Renner, Scarlett Johansson, Mark Ruffalo, Clark Gregg and Cobie Smulders.
This news makes me wonder if Pepper Potts and Rhodey/War Machine will eventually show up in the film as well. As both Don Cheadle and Gwyneth Paltrow have given the impression neither had been approached and will stay in the Iron Man films.