Thor: Ragnarok

(at around 54 mins) Thor's "friend from work" line about The Incredible Hulk was suggested to Chris Hemsworth by a Make-A-Wish child who visited the set on the day the scene was filmed.

Hela states that she needs to track down Heimdall so she can use his sword to open the Bifröst to expand her conquest. However, in Thor (2011), Loki opened the Bifröst with Odin's golden staff. Thor is shown wielding Odin's golden staff in the throne room, presumably meaning it was there the whole time, and Hela was unaware of its use.

There is a scene in the closing credits: the Ragnarok survivors come across Thanos's ship. This leads into Avengers: Infinity War (2018).

Edited from Doctor Strange (2016)