- Steve's new Captain America costume combines the patterns of the "stealth suit" from Captain America: The Winter Soldier with the color scheme of his Captain America: The First Avenger uniform.
- Strucker calls himself "technically a thug for S.H.I.E.L.D." in response to Captain America calling him a thug for HYDRA. Cap retorts that he's technically out of a job then, given S.H.I.E.L.D.'s dissolution.
- Near the start of the film, Sam Wilson shows up and is stated to still be searching for Bucky Barnes after the events of The Winter Soldier. It's revealed that he's doing this while Steve is otherwise preoccupied with his Avengers commitments.
- Nick claims that he got the Hellicarrier out of mothballs with the "help of some friends of mine," referring to Agent Coulson and his Agents of S.H.I.E.L.D. team.
- One of the staff aboard Nick Fury's Helicarrier is the S.H.I.E.L.D. technician who refused to launch the Insight carriers.
- Steve tells Bruce that he'd seen Natasha flirt up close (referring to their Undercover as Lovers scene in Captain America: The Winter Soldier).
- When the Avengers learn that Ulysses Klaue stole vibranium from Wakanda, Steve relates how Howard Stark once told him that the last of the world's vibranium had already been used to make Captain America's shield. This conversation took place in Captain America: The First Avenger.
- Steve casually mentioning that "I got no plans tomorrow night" — probably because all the members of his barbershop quartet are dead.
- Tony's new Iron Man suit combines the modular design of the Mark 42 from Iron Man 3 with the red and gold color scheme of his armors in Iron Man, Iron Man 2, and The Avengers.
- The Hulkbuster armor likewise incorporates the technology of the Mark 42 from Iron Man 3, flying out of the sky to Tony's location in pieces and assembling around him. The main leitmotif from that film even plays briefly as he does this.
- Tony is still suffering from the alien-related anxiety and PTSD he displayed in Iron Man 3. This plays a major role in the creation of Ultron and the new Iron Legion in the first place.
- War Machine appears in this film as War Machine, not the America-themed Iron Patriot from Iron Man 3. Clearly all the jokes at his expense in that film convinced him to switch back to the classic look. Furthermore, the fact that the Iron Patriot suit was used as part of a plot to assassinate the president must have convinced the focus group to change its decision.
- The events of Thor: The Dark World made Jane Foster and Erik Selvig very sought after by the scientific community: the former is absent due to too much work, and when Thor visits the latter he's driving a luxury car.
- When Ultron first comes online, he searches the web for information about the Avengers. A montage is shown of various images from past MCU films, such as Tony's early attempts at flight from Iron Man, Rhodey wearing the Iron Patriot armor in Iron Man 3, and Cap battling HYDRA in Captain America: The First Avenger.
- When Wanda uses her mental abilities on the Avengers, Hawkeye is the one to take her down, stating he didn't care for it the last time someone tried to brainwash him.
- The importance of the Infinity Stones, first revealed in Guardians of the Galaxy, is reiterated here when the Avengers learn of their existence. Also glimpsed in Thor's vision are the four Infinity Stones seen to date: the aforementioned Mind Stone, the Orb (Power Stone), the Aether (Reality Stone), and the Tesseract (Space Stone).
- Bruce says "he physically can't" have kids, and suggests the person he's talking to does the math. When he tried to have sex in his film, he risked Hulking Out. Alternate methods such as A Date with Rosie Palms aren't discussed, but it can be assumed Bruce has considered them and ruled them out. Alternately, this could be another reference to the same film, in which Bruce's blood (along, perhaps, with other bodily fluids) is highly radioactive.
- In the first movie, when Thor challenges Cap when he tries to break up Iron Man and his fight. Thor attacked his shield which cause a tremendous shockwave when his hammer collided with it. In this film, during the fight with the HYDRA agents, they use the same method to wipe out a few troops.
- At the party where the Avengers take turns trying to lift Mjölnir, before his attempt Hawkeye tells Thor "Y'know I've seen this before, right?" He's referring to the first Thor movie when Mjölnir was being studied by S.H.I.E.L.D. and Thor tried to retrieve it. Hawkeye was in a crane about to shoot him with an arrow and he witnessed Thor (deemed unworthy at the time by Odin) fail at lifting it.
- After the Avengers returned to the new Avengers Tower (formerly Stark Tower) in New York City, there's a Freeze-Frame Bonus scene showing a statue of NYPD officers dedicated to the brave defenders of the city during the Battle of New York.
- In the finale, a hero created by a Super Soldier program is on the plane flying to places unknown, while his Action Girl Love Interest is talking to him by communicator. The connection gets lost and the plane falls, with the hero becoming MIA. Now are we talking about this movie or Captain America: The First Avenger?
Continuity Nod / Avengers: Age of Ultron