S.H.I.E.L.D. (Avengers)
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In the Avengers S.H.I.E.L.D. appears at the beginning of the movie studying the Tesseract (Avengers) and in the process introduces the character Maria Hill. When it activiates Loki comes forth and takes over Hawkeye's mind and has a standoff with Nick Fury which leads to Loki gaining the cube.
Fury then uses his agents to recruit the individual members of the Avengers with the exception of Thor who comes in on his own. Phil Coulson recruits Iron man, Black Widow recruits the Hulk, and Nick Fury recruits Captain America.
The Avengers use the S.H.I.E.L.D. Helicarrier as there base as they look and eventually capture Loki. During Loki's capture it is revealed that S.H.I.E.L.D. was working on something called Phase 2 which was developing weapons using the Tesseract (Avengers). Their reason for it was to defend themselves against threats from Asgard after Thor fought the destroying in Thor. However, after an attack from Hawkeye, Loki escapes and kills Phil Coulson which motivates the Avengers to fight together.
The World Security Council then launches two missiles to New York to take out everyone, but Nick Fury stops one of them but the other fires leaving the heroes to stop it.
Fury at the end of the movie doesn't object to Thor taking the Tesseract away and says that now every world knows of the Avengers.