What Marvel movies foreshadow Avengers: Age of Ultron?

Before I went to see Avengers I saw all the Marvel movies released to that date whose hero was appearing in Avengers (with the exception of The Incredible Hulk, just say The Hulk).

From what I saw I got this list of Avengers foreshadowing, and allusions to other foreshadowing films:

• Captain America - Foreshadows how Captain America is in the modern day and how S.H.I.E.L.D got the Tesseract


• Iron Man 2 - Alludes to the events taking place in Thor


• Thor - Foreshadows Loki's involvement with the Tesseract

Now given there's been a bunch more Marvel movies released since the first Avengers Movie I am wondering what films:

• Foreshadow Avengers: Age of Ultron



• Allude to the events taking place in other foreshadowing films (i.e. Iron Man 2 to my knowledge didn't foreshadow Avengers, but Thor did and Iron Man 2 alluded to Thor at the end.)

I am also interested in the chronological order of the films in terms of the foreshadowing/alluding scene's chronological order (i.e. Iron Man 2 comes before Thor as the alluding scene took place before the conclusion of the events in Thor, regardless of whether the events of Iron Man 2 came before or after Thor).

NOTE: by foreshadowing Avengers: Age of Ultron I really mean any scene which doesn't allude to another released film which can be a reference to Avengers: Age of Ultron (whether confirmed or not).

Answer

Age of Ultron set-up films

It's impossible to say, without seeing the film first. The answer is probably all of them, at least indirectly. (For example, you say Iron Man 2 didn't foreshadow Avengers 1, but it introduced Black Widow.) But directly? We won't know the full answer until we comb through all the easter eggs after the film's release.

The ones we know so far:

• The Avengers - Because, well, you know.



• Iron Man 3 - Sets up Tony's feeling of vulnerability, which is likely what drives him to create Ultron. Also sets up his seemingly-changed attitude toward being a hero, which will likely be discussed in Age of Ultron.
  
  
  
  • Iron Man 3 also featured the further weaponization of JARVIS, when Tony gave him control of the fleet of unmanned suits. This will likely be a part of Ultron's creation of the Vision, based off of JARVIS's code.
  
  
  
  


• Captain America: The Winter Soldier - The changed status of Nick Fury and SHIELD will no doubt be important during Age of Ultron, and the post-credits scene sets up Scarlett Witch and Quicksilver.


• Agent Carter - Haley Atwell has been confirmed to appear in some form in Age of Ultron, with speculation pointing to a Scarlett Witch-induced nightmare of Steve's. Her appearance could be based simply on her appearance in Cap1, but knowing Marvel's love of cross-connections, it will likely reference the recent Agent Carter series as well.
  
  
  
  • Also, we've been told that we'll get more backstory on Black Widow, and that will likely connect to the camp found in the 1940s by Agent Carter in her Netflix show.
  
  
  
  
  

Strong candidates that remain unconfirmed:

• Agents of SHIELD - Rumors suggest that Coulson likely won't return in Age of Ultron, but other characters might. Plus, the downfall of SHIELD is much more heavily detailed in the weekly series, so any number of SHIELD-related events from the show might be referenced in Age of Ultron. (Remember that the showrunners of Agents of SHIELD are the sister-in-law and brother of Age of Ultron writer/director Joss Whedon.)
  
  
  
  • The show also recently introduced the prominent character of Mockingbird, who is a member of the Avengers in the comics: it's unlikely but she could make some kind of appearance.
  
  
  • It's also possible that the re-imagined origin for Scarlett Witch and Quicksilver may be related to the Inhumans arc, which has begun on Agents of SHIELD, especially due to the fact that the two characters recently became Inhumans in the comic universe.
  
  
  
  



• Guardians of the Galaxy - It's likely that Thanos and the Infinity Stones will at least be touched upon, (fan theories point to Loki's staff, which was used to create Scarlett Witch and Quicksilver, and potentially the yellow gem in Vision's forehead), and the history of those stones were detailed by the Collector in Guardians.

Marvel Timeline

As for your sub-question about the chronological order, the only Marvel productions which happen outside of their release order are Agent Carter (both the short and the show) and Captain America: The First Avenger, both of which obviously take place in the 1940s.

There's also some question about the timing of Iron Man 3, since it was released in the summer of 2013 but takes place during Christmastime. The film doesn't comment on whether it's Christmas 2012 or 2013, which means it might take place after the events of Thor: The Dark World.

But aside from those three productions, we can assume that all Marvel productions are taking place in real-time, and thus occur in release order.

EDIT: A recent interview with a producer on Age of Ultron casts some doubt on the idea of the MCU movies happening in real time:

We don't put a date on it, but it's implied that the events [of Winter Soldier] have happened, and we're a little bit a ways from it. I don't know, maybe a couple months.

Given that Age of Ultron will be coming out more than a year after Captain America: The Winter Soldier, that quote would seem to indicate that these movies may have more timeline flexibility than we realized. The "a couple months" at least shows that it isn't perfectly in line with the real-world calendar, but the "I don't know" is even more telling: clearly, real-world time isn't even a safe assumption.

Given this quote, it seems Age of Ultron may be set in Summer/Fall of 2014. This might place it before the events of Guardians of the Galaxy, although I doubt they will intersect enough for that to matter.