Post-credits scene

[Slushy]

How did Loki mind control Erik Selvig in this? That always bugged me.

We didn't see Loki in the flesh again (after he fell into wherever it was he went) until The Avengers where he used The Scepter to mind control Erik Selvig...again.

 

[NewYorkSpider]

Basically Loki was controlling Erik Selvig temporarily from the Sanctuary or Chitauri Space. Thanos taught Loki how to do that because he was looking for the Tesseract.