In an interview with Collider during the Toronto International Film Festival, Chris Evans–who plays Captain America in both the character’s own films and in The Avengers movies–expressed a desire to appear in Thor: The Dark World as well.
“[Chris] Hemsworth and I even talked about that. I would love to do a little thing in Thor 2,” Evans said. “It is obviously going to be tricky trying to work out the plot, the reason why I am not there to help him, and why he is not there to help me. But the best thing about Marvel is that, like I said, the movies were so good and we had such a good time making them.”
That problem he discusses is, of course, part of the challenge of writing in-universe superhero stories in general; when things get really grim for Batman, one always has to ask, “Why doesn’t he just call Superman?”. The trick is to write a story that stands strongly enough on its own that fans are pulled into the film and not necessarily constantly feeling the pull of the “universe” on the plot.