Captain America – In the Iron Man 3 trailer, a Captain America tattoo is shown on the back of The Mandarin’s neck. In an Empire Online podcast interview, director Shane Black explained, “It was actually a part of the design of The Mandarin, part of his cobbling together. It’s the Captain America shield with an anarchy symbol in the middle of it. It’s a corruption of America thing.”
Thor – Guy Pearce’s character Aldrich Killian makes a Thor reference by saying something along the lines of ever since that guy with the hammer fell out of the sky.
Bambi – Happy Hogan calls out to an off-camera secretary named Bambi. In the comic books, Bambi Arbogast is Tony Stark’s long-time executive assistant.
Fin Fang Foom – Guy Pearce’s character Aldrich Killian has a tattoo of a dragon on his chest. The dragon tattoo is likely a reference to Iron Man villain Fin Fang Foom.
Hulk - In the after the credits scene, Mark Ruffalo appears as Dr. Bruce Banner. It’s the only point in the movie where another Avenger actually appears.
Ellen Brandt – Including Ellen Brandt in the movie opens up the door to both Man-Thing and Doctor Strange. Brandt was married to Ted Sallis, who became Man-Thing. Doctor Strange also recruited Brandt to help the Man-Thing restore the Nexus of Reality. Even though neither Man-Thing or Doctor Strange are referenced in Iron Man 3, the introduction of Brandt could be laying the groundwork for the Doctor Strange movie.
Warren Ellis - William Sadler plays President Ellis in Iron Man 3. The last name "Ellis" is actually a call out to Warren Ellis, who wrote the "Extremis" comic book storyline upon which the movie is loosely based. Iron Man 3 writer Drew Pearce confirmed this homage, tweeting, "Fact: our President Ellis is named after the brilliant and hairy @warrenellis, an unsung architect of the MCU Iron Man."