Steve Rogers: Big man in a suit of armor. Take that away and what are you?
Tony Stark: A genius billionaire playboy philanthropist.
During the New York attack when the cars are being blown up, the shot cuts to inside a taxi. When it does this the taxi flips over and part way through the flip a cable can be seen attached to the taxi. See more...
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Continuity: When the Helicarrier is about to take off, Banner and Rogers are still at the edge of the landing strip, identified by the yellow SHIELD logo and the jet that Banner is checking out. But the shot hangs on Romanoff for a second, and when it cuts, Banner and Rogers are instantly at the very edge of the ship, a good 50 feet away from where they were a second ago.
Paul Bettany, who voices Jarvis in this and the standalone Iron Man films, hasn't seen any of them. In an interview he said "This is robbery. I walk in, I say some lines on a piece of paper for two hours, and then they give me a bag of money and I leave and I go about my day...I've never seen one of them...It's not because of any snobbishness, it's just not my thing."
Stan Lee had two cameos in the movie but his first appearance was cut. In the scene when Steve Rogers is at the cafe seen in the final fight where he first encounters the waitress who had become infatuated with Captain America after he saves her. Stan Lee basically calls Steve a moron for not asking for her phone number.
In the final scene of the film, as Tony is unfolding the blueprints for the new Stark Tower, if you look very carefully (slo-mo may be necessary) you can see files with a symbol representing each Avenger in the upper right corner of each file - Captain America's shield, Thor's hammer, etc. The implication being that Tony will build a section of Stark Tower for each of his friends.
The Other: The Tesseract has awakened. It is on a neutral world. A human world. They would wield its power, but our ally knows its workings as they never will. He is ready to lead. And our force, our Chitauri will follow. The world will be his, the universe yours, and the humans, what can they do but burn?