Chosen answer:Probably. If you look at the map in the end of Iron Man 2, you can see all sorts of "superheroes" marked on it. New Mexico is also marked, where Thor would take place (in continuity) a few days after the events of Iron Man 2. Plus, when Fury was talking to the council, they also mentioned Thor and that he might be either an asset or an enemy.
Chosen answer: Probably. If you look at the map in the end of Iron Man 2, you can see all sorts of "superheroes" marked on it. New Mexico is also marked, where Thor would take place (in continuity) a few days after the events of Iron Man 2. Plus, when Fury was talking to the council, they also mentioned Thor and that he might be either an asset or an enemy.
Friso94