Re: Kevin Feige says no to another Hulk Movie.
I figure if Shield needs to use a cover when they are in the public (like in New York at the end Captain America) they could just say they are FBI or NSA, something like that.
However, Coulson didn't hide who he was from at all in IM1, and I think in Thor they were open about who they were as well? Selvig knew right away iirc?
In any event, in IM1 they were presented as a US outfit (Strategic Homeland intervention, Enforcement and Logistics Division). Likewise in IM2, Thor and CA, there was no mention of them being an international organisation.
However in Avengers we see them act freely in both Germany & India, with Fury answering to a shadowy International 'Security Council', so with that in mind it does look like they are a United Nations sanctioned group and answerable to them, rather than the US government.
That would make sense: To build something as advanced and expensive as a Hellicarrier would be easier to achieve with international co-operation and financing, and with Shields brief being the handling of the very extra-ordinary (Super-Humans, super-tech and all that goes with it) that would require international co-operation as fully as is possible.
To see some gratuitous Wobbly Bits just hit the link :)