Marvel Cinematic Universe/WMG

Stan Lee is Uatu the Watcher
It's the only possible explanation for how he's always around when the superheroes are doing something important (even in Thor, which takes place on the other side of the country from the other movies). The fact that he makes appearances in the Daredevil, Fantastic Four, X Men and Spider Man movies (which don't actually take place in the Marvel Cinematic Universe) is just proof that he's capable of traveling to alternate worlds in the Multiverse. Also, consider the fact that he makes his cameo in Daredevil when Matt Murdock is still a child, and in X-Men: The Last Stand when Jean Grey is still a child, but appears to be the same age that he is when he's in all of the other movies--it's proof that he's immortal and ageless. Not to mention that he probably either dies or becomes mortally ill in The Incredible Hulk when he drinks a soda laced with gamma radiation, but appears alive and in excellent health in subsequent films.
 * He has also been spotted during World War II, and in the present time without having aged a day.

Stan Lee is a Time Lord
Or there's that...

SHIELD has access to alien technology.
Okay, bear with me, this theory is somewhat indirect. Tony Stark created a new element, based on information from his father, Howard. Howard apparently knew of the existence and nature of the element, but lacked the ability to synthesize it. However, how would he know, for a fact, such an element existed at all? One possible explanation: he had a sample of it. Perhaps a limited sample that were used to create, say, Captain America's shield, which we know he did. So, where would he get a sample of a wonder material?

If this element is basically Vibranium or an analog, it could be he got it from a meteor impact, like in the comics. . . but given the general tone of the movies, a crashed space craft would be somewhat more credible. And given Howard's known ties to SHIELD (or proto-SHIELD), and scientific genius, he'd be a logical person to be brought into such an investigation.
 * Eh, in the Captain America movie Howard analyzed a piece of the cosmic cube that blew up. It's entirely possible that the element was based off the cosmic cube, and Howard worked enough to know how it was made, but couldn't with his technology. Which could mean that
 * The Avengers did mention

The Big Bad of The Avengers...
First theory:.

Based on a few revelations from The Stinger of Thor, and a few Early Bird Cameos in Odin's Vault,.

Also, according to this interview, there was something missing from Odin's vault... possible fodder for future movies and Early Bird Cameos?


 * Unlikely, both based on rumors, and on the simple fact that Loki is the villain who now knows where the Cosmic Cube/Tesseract is. It would be quite a bizarre turn of events for Loki to discover a powerful MacGuffin, and then have it get grabbed by another, completely unrelated villain.
 * While it's a stretch, there very well could be a point at which we're introduced to Thanos, after the team has dealt with Loki. It could easily lead to either a Giant Space Flea From Nowhere or a Man Behind the Man situation if it goes that route, though. Hopefully the writers (and Joss Whedon!) will make it good.
 * There are currently rumors surfacing which say that instead of the Skrulls, Thanos will be the second villain in the Avengers movie, alongside Loki.
 * Wouldn't be surprising if Loki picks up Blonsky and Stern (Abomination and The Leader), based on the setup that the Hulk movie and the other supplemental material gave for their return.

The Avengers will have massive cameos for future Avengers members
The Pyms, or at least Hank, would be one of the obvious choices. Swordsman could appear, setting him up for a possible Hawkeye film. Doctor Strange could appear if the rumors about a movie for him become true. Other commonly associated members without ties to the continuity already could appear as well, such as Ms. Marvel, Black Panther, and Vision.
 * Wendell Vaughn is already confirmed as a SHIELD agent. Quasar, anyone?
 * Would be pretty cool to see that there are already established supers other than Hawkeye and Black Widow as Avengers members, but it seems unlikely to me that it would happen that way, as I doubt Fury and Romanov wouldn't have called in backup when the Hammeroids went on their rampage.
 * Sadly, Jossed. While we do see, we do not see new heroes. Ant Man is confirmed to have a movie in production, and has been stated by producer Kevin Feige to have been the "friend with experience with SHIELD" that Selvig spoke of in Thor, though.
 * Beast will join the team, but only for a short while before returning to Xavier's school.
 * Sadly, this one is Screwed By the Lawyers. Marvel does not currently own the film rights to the X-Men.

The Avengers will fight the Hulk as soon as the team forms
And then, at the climax of the movie, after a bit of coaxing/apologizing, Hulk will team up with the Avengers to pull a big damn heroes moment.
 * Even better. Picture this. Bruce goes to a city as the hulk apparently able to control it. Of course, the Hulk Cooldown Hug corollary takes effect somehow and he rampages. Tony Stark Steps in and manages to hold the hulk off. Meanwhile, at shield headquarters cap has just been unfrozen. He sees a news report and is concerned. Fury tells him that they are working on something and that they need a few more minutes. Cap asks if the guy in the suit can last that long. Cut back to the fight. Iron <an starts losing, and just as he's about to be finished, a shield flies in and hits him on the head. Captain America has arrived. They fight and...continue to get their asses kicked. Suddenly, Nick and Black widow drive up. nick throws a device at The hulks feet. Stark asks what it is. Fury says "A signal". Then a beam of light hits the ground. It's the mighty Thor. Thor fights hulk and beats him into submission. He reverts to Banner. Later, banner is in a holding cell and the team if fighting the main villains. They're losing. Banner says to Coulson that they need to let him out, that the hulk can help. Coulson says he can't take the risk. Banner gets angry, but calms himself down and closes his eyes. Then opens them with green irises and says "you don't have a choice"
 * Or: The Avengers pick up just where The Incredible Hulk left, in the cottage where Banner turns into the Hulk voluntarily. SHIELD picks up this in some way or another, and send in Iron Man. At some point, Thor arrives, and takes out the hulk. Then, all three return to the Helicarrier. This is even supported by the Avengers teaser: Stark telling Thor that the latter has a "nice swing", followed by a flashback of Thor throwing his hammer at something in a forest.

Thor will recognize the Tesseract
And then correct everyone, by telling them it's called a Cosmic Cube.
 * Jossed

The Cosmic Cube...
Will be used as a power source for Tony's strongest armor.
 * Jossed

Stan Lee is God.
In the life of every Marvel hero, he appears (sometimes even twice), he hasn't aged a bit since the 1940s (where he took on the identity of an Army General). After The Incredible Hulk, it's obvious he faked his death (or something) and moved to New Mexico to get away from the business of life in Tony Stark's world. Plus, he's constantly somewhere new all the time. So, he's the MU's avatar of God on Earth, watching silently, living like one of us.

All of the Stan Lee cameos have been Skrulls
They're having some issues with human shapeshifting and Stan's form is the easiest one to take. When the Avengers fight them, they will see an army of Stan Lees that will shout "Excelsior" upon engaging them.

The new element in Iron Man 2
Was the same as the Tesseract in Captain America and the casket in Thor
 * Much more likely, its vibranium, the same element used to make Cap's shield.
 * Wasn't vibranium just "the rarest metal on Earth"? I don't think it would make that good of a power source...
 * It doesn't need to be a power source. It just needs to be a better and more durable catalyst than palladium. Which seeing as it absorbs energy. ..
 * Yes, I don't recall vibrabnium ever being used as a power source, while the other 3 are all blue tinted glowing sources of seemingly infinite energy, so we can only assume that they are the same
 * According to the prequel comics at least, Tony wants to name the new element Badassium.
 * The novelization states that the element is in fact Vibranium. Also, the Tesseract has no implications made that it has the same capabilities as the Casket of Ancient Winters. The Tesseract is a power source of likely unlimited potential, yes, but the Casket's freezing potential is completely different.

At some point, either Spider Man, the Fantastic Four, or the X Men will be brought in to the MCU.
It will take long, painful negotiation between studios but it will happen. Because it's too awesome not to happen.
 * If it does happen, bet on the Fantastic Four. The planned reboot by Fox has completely dropped from sight for almost a year.

The Satan's Claw will appear
As HYDRA survived into the modern day, it's leader Baron Wolfgang von Strucker (Who was around back in World War II)'s left arm is replaced with a nasty red, demonic-looking thing that can suck the age out of someone and replenish the user's called the Satan's Claw. And seeing how in the trailer, those goons around Loki looked like new-age HYDRA soldiers, either the Red Skull did die and his former Lieutenant took over, and found the Claw somewhere and has kept himself alive with it, or the Red Skull did live, found the Claw somewhere in Asgard, and got back control of HYDRA.

There will be a scene where Cap lifts Mjolnir in The Avengers.
He's already been shown worthy of lifting it in the comics. The scene(s) could resemble one or both of the following:
 * Steve nonchalantly picks it up to hand it to Thor (or just to casually inspect it, not knowing what it is), astonishing the god of thunder. Double hilarity points if there has already been a scene establishing that Tony can't pick it up, and he then tries (and fails) to again after seeing Steve offhandedly do so.
 * The Avengers are on the ropes. Loki's forces are advancing, buildings are being destroyed, civilians are screaming and running for their lives. Thor is downed and Mjolnir is knocked out of his hand. Cap steps up to the plate, grabs the mighty hammer, and delivers blow after powerful blow to their enemies without a second thought.
 * All Jossed unfortunately.

The Arc reactor was an attempt to reproduce the Cosmic Cube's energy-generating capability with Earth technology
Taken more or less straight from Captain America the First Avenger: the 'Tesseract' could produce a lot of energy, enough to solve a lot of problems... but it does have two major drawbacks: there is only one, so whoever controls it would be in a position where they might even fall into authoritarianism inadvertently, to say nothing of deliberately, and the thing is based on unknown principles - what if it just stops working one day? But if some measure of that energy-generation could be reproduced, not only would humanity be a bit closer to understanding the principles behind it, but the monopoly problem would also be averted. Thus, studying the Cube leading to Arc reactors that, while impractical with then-modern technology, could be made a bit closer to the ideal with the technology of the MCU's 21th century...

There could be a Marvel vs. Capcom movie
The Cosmic Cube does have the power to reshape reality, so somebody could end up accidentally causing the two worlds to merge...and the Avengers might bump into DANTE!!

Thor will use Mjolnir to help Tony forge something
Odin once remarked that Mjolnir could be used to build as well as destroy. Which Avenger actually has experience forging and building things? I foresee an epic Forging Scene where Tony and Thor at some critical point need to build something that requires the might of Mjolnir!
 * Something like this?

X Men First Class is in continuity with the Cinematic Universe
I don't really have any hard evidence of this, it's just an awesome theory since it's patently obvious that First Class is no longer in continuity with the first three X-Men films.
 * An interesting idea, but sadly unlikely: SHIELD would have been involved ( its not guaranteed canon that the organization existed in the early 60s, but its pretty heavily implied ).
 * In the sixties though SHIELD probably isn't the super-powerful organization it would become in the other films. The government office that first houses the team may be a prototype version of SHIELD before it got it's cool name and competent agents.
 * All the mutants are the result of Johann Schmidt's research on enhancing the (incomplete) Super Soldier Serum he got from Erskine. That would tie it closer to the Ultimate Marvel universe, and explain why A) mutants are so rare in "First Class" B) why the American government is so scared of mutants in "First Class" they'd Macross Missile Massacre a group that just saved their civilization on a whim. Cap is pretty much a human WMD, and would have been capable of all but winning the war on his own had he not been lost with Skull's flying wing. Mutants? Final Solution would be impolite, but Jack Bauer would probably execute the lot of them if they had that potential and wouldn't wear American uniforms.
 * Which goes against every thematic establishment in the combined setting. Still. Try again.
 * Fits nicely with General Ross' faction of the U.S. government. They deliberately antagonize human nitroglycerin bottles like Banner and give Personality Powers to Sociopathic Soldiers like Blonsky.
 * Even in there, its a stretch. Note that in the deleted scenes, Ross' own superior thought he was obsessed. Again, distinction between "unethical experiment that balloons" versus "attempted or successful genocide."

The Masters of Evil will be the villains in an Avengers sequel.

 * And it will consist of Baron Helmut Zemo (from Captain America 2), Enchantress and Executioner (from Thor 2), Klaw (from Ant-Man), and Abomination (who they break out). And there might be a few other supervillains like Whirlwind or Grey Gargoyle, depending on how they can transcript them into a movie.

The Leader will be a villain in an Avengers sequel

 * It doesn't look like we'll get a Hulk sequel. So might as well use Sterns for an Avengers movie. He can be creating an army of Gamma Mutates, requiring the Avengers to stop him.
 * Seems possible, considering that as of "Nick Fury's Big Week",.

Ross, Fury and The Punisher fought in Vietnam together

 * They got caught in the mother of all cluster-fucks. The Curb Stomp Battle they and only they managed to survive changed their lives.
 * Ross decides that it can never happen again, and that the US gaining super-soldiers would help prevent such a pasting from happening again.
 * Fury looses his eye, decides it can never happen again, and joins SHIELD to stop wars from ever happening.
 * Castle realizes that no matter how ugly it gets, he'll always love war.
 * Or more likely, decided he was sick of war, and just wanted to go home and be with his family.
 * Better yet, he realized that he loves war, and decides to go home and be with his family before he jumps off the slippery slop.
 * And, I'm an idiot. Frank definitely wasn't in Vietnam with Fury and Ross, if we use the movie version, because Frank didn't fight in Vietnam. He fought in the Gulf before joining the FBI.
 * The MCU version of the Punisher does not exist yet, therefore it could be a Vietnam vet or not.

Avengers two will feature the masters of evil

 * It will consist of a cyborg-ized Zola, Abomination, Crimson Dynamo(May or may not be Vanko), a new Whiplash, A new villain from a movie released between the two, and lead by Red Skull. The Avengers will drop Widow and Fury, adding on a hero who got his movie in the interim and War Machine.
 * Or the Masters of Evil could be organized by the Leader (since there most likely won't be an Incredible Hulk sequel for him to be the Big Bad of), and it could include Abomination (who they free), Justin Hammer who funds the creation of the Crimson Dynamo, some surviving villains from sequels of the individual heroes' movies, and maybe some more new faces. And then, they find the Red Skull, who takes over their group and makes them a bigger threat due to his experiences after what the Tesseract did to him after Captain America the First Avenger.

The new Ultimate Spider-Man cartoon takes place in the MCU

 * Since the rights to a Spider-Man movie belong to Sony at the moment, the new show is a way for Marvel to introduce Spider-Man into this continuity without making a movie. It fits considering that when Nick Fury was telling Peter that even Iron Man was a rookie at one point, the scene that shows next is of Iron Man is flying around his garage and smashes into one of his cars, similar to the first Iron Man movie.

Jim Rhodes and/or Bruce Banner will be played by a different actor in each film appearance.
They'll turn The Other Darrin into a Running Gag for the audience's benefit.
 * Jossed with Bruce Banner, as Mark Ruffalo recently signing a six-picture deal as Bruce Banner/The Hulk.

War Machine was unable to be involved in the final battle of The Avengers due to the World Security Council.
Rhodes in his War Machine armor would probably have wanted to help out in the battle in New York, but Rhodes works as a member of the Air Force, which is probably more inclined to listen to the World Security Council, who felt that superhero involvement wouldn't change anything, than SHIELD. Having a second Iron Man around could really have helped the Avengers' efforts against Loki's alien forces, but the World Security Council messed things up once again.
 * Or alternatively, he could simply not have gotten their in time to help. Starktech armor is fast, but if he is based out in California, it'd take him an hour or two to get to NYC, even if he left the moment the invasion started.

The Enchantress is going to be the main villian of Thor 2.
An article said that Loki isn't going to be the main villain of the sequel, so the main villain has to be The Enchantress, and maybe she will get in the way of Thor and Jane's relationship.

Spider-man, The X-men and the Fantastic Four all have a really good reason for not being in The Avengers

 * Spider-Man was in another state photographing for JJ.
 * The X-men were too far away to get to Manhattan in time.
 * The Fantastic Four were having a field trip to the Earth's core that day.

Tony was stalling to get his ultimate weapon from L.A.
The name of the weapon? Squirrel Girl. But they defeated the invasion before she and War Machine could arrive...

The other Captains America exists in this continuity, and Steve has met them
The surviving ones, at least. First he encountered Jeffrey Mace and was told of William Nasland. Then Coulson made a first attempt at talking with Cap and mentioned 'the other Steve Rogers' and 'the Black Captain America', and Fury had to tell him about the other experiments with the Super Soldier Serum, show him what had happened to the '50s Steve Rogers (who was in cryogenic sleep) and let him meet Isaiah Bradley. That's why he was pissed when Fury went to enlist him to deal with Loki: he was furious at the fate of the other Rogers and the fact almost nobody knew of Bradley's courage.

was killed by Heimdall
Having apparently been Bifrost-teleported,  may have ended at Asgard. Asgard's end of Bifrost is before Heimdall, who is black. Nothing easier than  tried to order him around and attacked him after being ignored or told to wait for the authorities, and Heimdall punched his head off.
 * Alternatively Loki and Thor were there due to chance or having nothing better to do, and tried to explain him that Heimdall was not a servant. Then, knowing the Viking legends, accused Loki of lying and called him a frost giant, and Thor hammered him for the insult to his brother.

The Invaders exists in this continuity but have a different line-up
Obviously Captain America and Bucky aren't part of the group, as one of the Union Jack. On the other hand they still existed led by Namor, and mainly fought the Master Man (created by the Nazi with another experiment with their Super Serum, and prompting Hitler to exile Schmidt because the Master Man was not deformed). Also, Namor met Cap at least once, and the Invaders and the Howling Commandos teamed up for at least one mission, and raided Auschwitz with a certain Jewish mutant with magnetic powers using the chaos to run away.

The Waitress in the Avengers movie is Terra
Not only is the actress Ashley Johnson (who was Terra's voice actress in the animated series), she has an uncanny resemblance to her as well, what with the blonde hair and blue eyes. It's possible that time has passed since the finale of Teen Titans and she has moved to New York, possibly maintaining.

The villains of Captain America 2 will be the Grand Director and the Communist Red Skull
We saw in The Incredible Hulk that the US made at least one attempt at recreating the Super Soldier Serum, and Ross almost expected Blonsky to go crazy at a moment's notice: they could have the precedent of the 50s' Captain America, the Rogers' imitator who dosed himself with Super Soldier Serum and went mad, got frozen for it and was brainwashed into becoming the Grand Director after being unfrozen. The Communist Red Skull would be the Grand Director to show that you don't have to be a Nazi to be really evil, have Cap laugh in someone's face (seriously, for someone who fought the original seeing a communist Red Skull imitator would be really hilarious), and give an excuse for the appearance of the Winter Soldier, sent to terminate the crazed spymaster who started dressing up as the Red Skull.