Dyeing for Your Art: Chris Hemsworth grew out his hair for over a year to have more authentic long hair rather than use a wig. (a particularly funny part of the Hilarious Outtakes is his hair entering Hemsworth and Natalie Portman's mouth during a kiss)
Executive Meddling: Malekith had more of a backstory to tell but because of Tom Hiddleson's popularity, Loki received an expanded role in the plot, which resulted in this backstory being removed to save time.
Genius Bonus: Loki's Bond One-Liner to Kurse ("See you in Hel, monster."): it might not really be a reference to the more common Stock Phrase "see you in hell," but to the similar-sounding Hel (place for the dead in Norse mythology), ruled also by a person named Hel, who of all people is Loki's daughter in the original mythos.
Svartalfheim literally means "home of the black elves" in old Norse.
"Game of Thors", in reference to Director Alan Taylor's work on Game of Thrones.
"Black Hole Grenades" for the Dark Elf bombs that open vortexes to suck people in.
Fake Shemp: Natalie Portman was unavailable for reshoots of the ending kissing scene. The director had Chris Hemsworth's wife, actress Elsa Pataky, stand in as Jane instead, wearing Jane's costume and a wig.
Throw It In: The gag of Thor hanging his hammer on a coat hook in Jane's apartment was an improvised bit by Chris Hemsworth who obviously thought that a warrior prince/god like Thor would be mindful of the proper etiquette of checking one's weapons when you enter another's home.