Screen Rant is reporting that Marvel is to release a series of short films in order to tie-up the loose ends as to how 'The Avengers' were brought together. Films like Iron Man 2 and Captain America showed links between them but there are still gaps.
The first of the short film release is called "The Consultant". The second short film is said to feature 'Thor' entitled "A Funny Thing Happened on the Way to Thor's Hammer". Screen Rant describes this short as follows:
"It will reportedly detail an incident that occurred between Iron Man 2 and Thor, as Agent Coulson was en-route from Tony Stark’s mansion to the New Mexico desert to lock down the crash site of Thor’s hammer, Mjolnir. Should be fun."
Screen Rant goes into more details about the "The Consultant" seen below here.