In Spider-Man: Homecoming, Aunt May is reading ‘The Woman in the Dunes’ by Kobo Abe - which is about an entomologist who gets caught like an insect - at a time in the plot where Peter Parker is almost ‘caught’ as Spider-Man.
In Ant-Man and The Wasp (2018) Ghost makes the motion of opening the double doors as she ghosts through them.
In Thor (2011), Queen Frigga is visibly uncomfortable when Odin states that Thor is his firstborn child. In Thor: Ragnarok (2017) we learn that Odin’s and Frigga’s firstborn was Hela.
When first introduced to Kate (a.k.a. Agent 13) in Captain America: The Winter Soldier she hangs up the phone and says to Steve she was on the phone to her aunt, who is kind of an insomniac. It is then revealed in Civil War that Kate is the niece of Peggy Carter.
During the casino brawl scene in "Black Panther," Nakia uses her high heels as a weapon. Later on, during the car chase scene, she is shown to be driving without her shoes
In Guardians of the Galaxy Vol. 2 (2017) Mantis states that Ego found her orphaned on her home planet. When the Ego is talking about The Expansion Ego can be seen with someone from the same race as Mantis as he was likely visiting trying to sire a child.
In Avengers Infinity War, Gamora reaches for her sword when Thor approaches her seemingly hostilely.
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In Thor: Ragnarok, Hela reanimates dead Einherjar and Loki revives Surtur with the same spell.
In Age of Ultron, Ultron says Wanda can tear the Avengers apart from the inside. In Civil War, Wanda’s actions lead to the Accords and the split between Tony and Steve.
In Iron Man 2 (2010), Natasha Romanova (Black Widow) potentially blows her cover by adopting a defensive stance when Tony and Rhodey crash through the ceiling during their fight.