It has been stated by Joe Quesada (I believe) that Marvel wants each movie to work independently of one another. So, to somebody not familiar with the series of movies they will still be able to go in and enjoy that particular movie independently. However, he said they will still leave some references within the movies as tie ins that will satisfy fans that have been watching the movies faithfully as a series. The way I took it was don't expect to see Thor showing up in future Iron Man movies or Iron Man to show up in Captain America sequels. In other words it will probably be very similar to what has been happening so far, they will continue to use Shield as a method of tying all the movies together, informing each character independently (in the post credit scenes) that there is a larger then normal threat that requires them to come together again. Or something like that.
Surfer