Marvel Studios is pretty high on themselves these days, as Iron Man is clanging its way to a $300 million domestic box office. Kevin Feige, the studio's president, has shed some light on the future franchises the studio is working on. First, he confirmed that The First Avenger: Captain America will be a World War II period piece, and will likely to be a set-up for the Avengers movie that will be released six weeks later. He also confirmed that there's a piece of Cap's shield in Tony Stark's Hall of Armor in Iron Man.
Also of note is the fact that the Thor movie will take place predominantly in Asgard, the home of the Norse gods, and, so, will likely have a lot of Odin and Loki in it, as well. No director or star have yet been named for the Thor project, but we should know something by the end of the summer.
Dark Horizons.com: Capt. America, Thor, Iron Man Updates