Black Widow

According to writer Eric Pearson, Florence Pugh teased Scarlett Johansson about Black Widow's iconic pose during filming, so Pearson put it in the film.

The bulk of the movie takes place immediately after Captain America: Civil War (2016), which takes place after Avengers: Age of Ultron (2015). Tony Stark, who is established to be incredibly paranoid about alien invasion, has satellites in space, and invents futuristic technology, doesn't detect the Red Room, a flying base the size of several skyscrapers taped together. Neither does S.H.I.E.L.D., or any government that regularly looks for alien or even terrestrial unknown craft in the sky.

There is a scene after the the closing credits: Yelena Belova visits Natasha's grave, and is approached by Valentina Allegra de Fontaine. Valentina gives Yelena a mission to target the man she tells her is responsible for her sister's death: Clint Barton. This sets up Hawkeye (2021).

Edited into Marvel Studios: Legends: Hawkeye (2021)