Thor is just weeks away from getting the summer movie season started on May 6. Marvel is keeping with its longstanding tradition of throwing in a scene after the end credits which teases the next movie, which, in this case, is Captain America: The First Avenger. A description of Thor's easter egg scene has leaked online, which you can read below. Be warned, though, there are spoilers contained within, so read further at your own risk.

"In the scene Nick Fury (Samuel L. Jackson) travels to New Mexico to meet with Dr. Selvig (Stellan Skarsgård). He is there to discuss recent discoveries Selvig has made regarding alternate universes. He is also there to get Selvig's advice about a large metal case, which contains the Tesseract/Cosmic Cube. When Selvig asks what it is, Fury responds that it is a source of immense power. The camera than pans back to Selvig, and a reflection reveals that Selvig is now being possessed by Loki (Tom Hiddleston), who says: 'That's very interesting.'"
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Does this mean that Loki will have a cameo in Captain America: The First Avenger? It's too early to tell, at this point. However, Samuel L. Jackson did reveal back in February that his Nick Fury character will be present in Thor. It isn't known, though, if that appearance will be limited to this scene after the end credits, or if he will show up in the actual movie as well.