There is a scene at the end of the closing credits: Thor returns to Earth to be with Jane... and the monster that came to Midgard is still running around.
Part of the closing credits are a sequence of illustrated scenes from the film.
Brother Luke is credited as one of the 2 personal trainers of Mr Hemsworth.
A new Marvel logo appears with this film: comic-book pages form the Marvel logo in a three-dimensional manner.
There's a statement at the end of the credits: "Thor will return." His next appearance in the MCU is in Avengers: Age of Ultron (2015).
There's a scene during the credits where Sif and Volstagg take the Aether to the Collector, because with the Tesseract already on Asgard, it would be unwise to keep two Infinity Stones close together. After Sif and Volstagg leave, the Collector says, "One down...five to go."