Not long after Joss Whedon revealed that he would include Scarlet Witch and Quicksilver in Avengers 2, Bryan Singer revealed that he would also include the speedster in X-Men: Days of Future Past. The confusion was kept at bay thanks to only one version using his superhero moniker, but the strangest twist is that Evan Peters and Aaron Taylor-Johnson shared the screen as comic book geeks in Kick-Ass years before both brought Quicksilver to life in the movies.
The nation of Wakanda - home to Black Panther - is only mentioned briefly by name, but enough hints are dropped for those familiar with the comic book history. In the comics, Wakanda's greatest asset was vibranium, a top-quality metal that eventually caught the attention of Howard Stark, who would become good friends with the country's ruler, King T'Chaka. Given that, more sense can be made of the brief interaction between Steve and Tony, discussing the Starks' history with the region.
Ulysses Klaw/Klaue (played by Andy Serkis) is yet another character connected to Wakanda and T'Chaka - hinted at in his Avengers 2 appearance. First there was the casual mention of how he managed to acquire so much vibranium from Wakanda, then his admission that the effort had 'cost him' (likely the brand of 'Thief' on his neck). Finally there is Ultron's maiming blow to Klaw's hand (and the claw necklace Serkis wears). In the comics, Klaw murdered King T'Chaka and eventually replaced his own mangled hand with a - you guessed it - claw, which used vibranium and sound wave technology to make Klaw a formidable super villain. These are clear seed for the future Black Panther movie.
Empire Strikes Back
With Phase Two acting as the Empire Strikes Back of Marvel's Cinematic Universe, as Kevin Feige puts it, the collective love for Star Wars means that every film in this phase - every film - features a character having their hand or arm removed. Gamora takes off Groot's in Guardians of the Galaxy, Bucky had his arm replaced in The Winter Soldier, Thor faked the loss of a hand in The Dark World, and Klaw acts as this film's Skywalker stand-in.
When Ultron first reveals himself to Pietro and Wanda Maximoff, he does so draped in red cloth. It's an odd choice, and soon cast aside, but it's likely a nod to the Marvel villain known as 'Crimson Cowl' - the first disguise adopted by Ultron in the comics (fun fact: the Crimson Cowl name would later be adopted by Justine Hammer, daughter to Iron Man 2 antagonist Justin Hammer).
The Roy Thomas Players
During Cap's own Scarlet Witch-induced vision of a reunion with Peggy Carter, the band supplying the musical backing can be seen for a split second, revealing them to be 'The Roy Thomas Players,' a reference to comic writer Roy Thomas, who co-created and updated several heroes and villains, including everything from Ultron and Vision to Yellowjacket and Adam Warlock.
Betty & Veronica
When Tony Stark tells Jarvis that the time has come to send in 'Veronica' to bring down a raging Hulk, fans realize the name is actually a codeword for the better-known Hulkbuster armor. Why Veronica? Consider that Betty Ross was the only woman in Bruce Banner's life to actually be kind to him, and the Hulkbuster is the only thing capable of stopping him. The Archie Comics reference only seems fitting.
Dr. Geoffrey Crawford
It's hard to know if this is a bona fide easter egg or simply a fortuitous coincidence, but during the Hulk/Hulkbuster fight, the green menace is smashed into a delivery truck, scattering boxes across the street. The name on the truck - Crawford - is shown prominently twice, and may be a reference to Dr. Geoffrey Crawford, Bruce Banner's mentor (who would later go on to copy his powers and become the villain Ravage).
Even comic fans may have been taken by surprise to find that Hawkeye had a family in hiding, but knowing how much the "Ultimates" variation of the superteam has shaped the MCU, it probably should have been predicted. In the "Ultimates," Laura Barton is, in fact, Clint's wife, along with their three children. In the movie, the third child is a boy, named Nathaniel after Natasha Romanoff, where the comics had them with another daughter, named Nicole after her godfather Nick Fury.