Thor (2011)

The Marvel Cinematic Universe took a giant leap forward with Thor, since it showed how big the Universe really is, by introducing the Asgardians. Protectors of the 9 realms, users of magic, and seen as literal Gods, the Asgardians are shown preparing themselves for receiving a new king.
But things go awry during the ceremony, with the Frost Giants finding a way into Asgard’s vault. Still hotheaded Thor goes on a mission to confront the Frost Giant king, thus breaking the rules imposed by his father and getting himself stripped of all his powers. Sent to Earth, he has to show he is worthy of wielding Mjolnir and becoming the rightful king of Asgard.
It is revealed that everything was a scheme set in motion by his step-brother Loki, who is himself a Frost Giant.
Thor also marked the introduction of several characters in the Marvel Cinematic Universe. The most notable one is Loki himself, who has since become the most important villain of the shared universe. Other notable introductions are the one of Hawkeye and Heimdall, as well as Dr. Selvig (who, in the end, is revealed to be under the control of a presumed dead Loki).
The post-credits scene leads directly into the first Avengers flick.
