Not sure why I didn't notice these things before(too much awesome going on at one time?) but here are some great little inter-continuity things in the film I noticed tonight.
When Coulson is bringing Natasha in or shortly after, the actual sequence isn't important, you see a monitor with BW & HE in action. Atop the monitor it reads Mission: San Paulo.
When BW and Loki are talking about red in her ledger Loki throws a list of events at her and mentions...yep, San Paulo. Which no doubt he got out of Clint but still. Like Budapest, what went down in San Paulo??
Shawarma Palace exterior
Sure Tony mentions it 3 times in 15 seconds near the end and that he saw it but I thought it was an offscreen moment. After Tony plays "Jonah" with one of the flying space slugs he crashes to the ground. Now my eyes went to the Farmers Insurance sign on the building each time, it's bigger and higher in the shot. However, just below and to the left is the banner signage for Shawarma Palace.
IM & Cap teamwork moment
After Loki amplified their misgivings on the hellicarrier you kinda wondered about these guys. Then as the battle ramps up IM takes a big step and tells Cap to "Call It". Near the end of the film in an improved moment to get as many Chitauri as possible IM fires his repulsers at Caps shield creating a broader beam to hit the most Chitauri with. My earlier viewings I just thought IM blasted them independently.