Visible crew/equipment: A reflector screen is visible on Hawkeye's sunglasses at the very end when Thor and a restrained Loki are returning, presumably, to Asgard. (02:06:10)
Visible crew/equipment: 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. (01:38:55)
Answer: While Loki is not immortal, he's just as powerful as Thor, and many mortals would consider him a God as well. Loki is actually a Frost Giant taken in by Odin, but is just as invulnerable to many attacks. There may also be an element of magic involved in his survival as well.
Bishop73