Howard Stark will be involved in the creation of Cap's shield, so the character will appear prominently in Cap's movie, thus all the hints in the first and second Iron Man's movie, especially the one's related to Cap's shield. Also, the after-credits scene with Thor's hammer is supposed to happen during Thor's movie, not before, not after, but right about in the middle of the movie. Thor's movie will take place in Earth, with small scenes in Asgard, but mostly in Earth. There will be a huge fight in middle movie and Thor looses his hammer - and reverts back to the Don Blake persona - that is found by SHIELD. Agent Coulson will appear in Thor's movie and will help Thor retrieve Mjolnir after he losts it in battle.
At last, there's some hints about the Incredible Hulk movie in Iron Man 2 that states both movies happening at the same time. in the last scene in wich Stark is in a room with Fury both surrounded by holo-screens, there's a screen with the news report on Hulk fighting the military on the university campus.
Rumours also say that Thor will be responsible for defreezing Cap, thus replacing Namor in such task.