It goes without saying, this post contains Hulk-sized spoilers.
1. In the opening scene, Loki tells Thanos, "We have a Hulk", the same line Tony Stark uses on Loki in The Avengers.
But The Hulk wasn't able to live up to Loki's threat. Performance issues and all that. One out of five...
2. When Thanos says "No ressurection this time" as he's killing Loki, it's a reference to the number of times Loki has 'died' in the MCU.
Even Thor himself says, this time he thinks it's for good.
3. The Hulk/ Bruce Banner crashes into the Sanctum Sanctorum and let's everyone know that "Thanos is coming", just like the Silver Surfer does in Infinity Gauntlet.
4. Captain America's armour is so worn out, you can see scale armour underneath it, which looks like (and is possibly a tribute to) his classic scale armour from the comics.
5. We get to see Spider-Man's spidey sense for the first time in the MCU.
Although it's probably fair to say he's always had it (he would've been punched more often if he didn't).
6. In Age of Ultron, Tony Stark says, "We're the Avengers. We can bust arms dealers all the live long day, but that up there? That's the end game." When Dr. Strange is about to disappear he tells Tony Stark, "We're in the endgame now."
Like Marvel constantly reminds us, it's all connected.
7. When the Guardians go to stop Thanos from getting the Reality Stone, you can see Tobias from Arrested Development in one of The Collector's cages.
The Russo Brothers directed many episodes, including the pilot for Arrested Development.
8. Morgan Stark was mentioned as a name for Tony and Pepper's future(?) child. In the comics, Morgan Stark is Tony's cousin who tried to wrest control of the company from him.
9. Thanos' snap when he finally achieves his goal, is a reference to Infinity Gauntlet, when he snaps his fingers and half of all life ceases to exist.
10. The Leviathans from the first Avengers movie make an appearance in the flashback scene where Thanos arrives on Gamora's home planet.
11. The scene where Ebony Maw captures and tortures Dr. Strange is a reference to a scene that happens in the comics as well.
In the comics though, The Maw succeeds and even gets the Sorcerer Supreme to secretly work for him.
12. Bucky Barnes is referred to as the White Wolf in the movie, a reference to another Wakandan character.
In the comics, The White Wolf is T'Challa's adopted brother, a Caucasian boy who was found abandoned in Wakanda. Seeing as most people believe Bucky will take on Cap's mantle, maybe this is Marvel's subtle way of telling people that won't happen.
13. We finally get to see the Iron Spider suit in all its glory, based on Spidey's suit in the Civil War comics arc.
14. When Tony Stark says "Do you concur, doctor?" to Dr. Strange, it could be seen as a reference to Sherlock Holmes (which both Robert Downey Jr and Benedict Cumberbatch have played) or to Catch Me If You Can.
Tell me you remember that scene.
15. The look of Thor's new weapon, Stormbreaker, is based on Ultimate Mjolnir in the comics.
However in the comics, Stormbreaker, is not his weapon. It was made by Odin for Beta Ray Bill.
16. The Red Skull makes a surprise appearance in the movie, clearing up what happened to him after Captain America: The First Avenger.
Remember, he picked up the Tesseract (the Space Stone) and was teleported to god knows where. Now we do. Of course, he wasn't played by Hugo Weaving.
17. Nebula's torture scene is a callback to the comics, when Thanos tortures his granddaughter (yeah, she's his granddaughter in the comics).
But in the comics, it's a bit more gruesome. Using his mastery of the Infinity Stones, Thanos leaves her almost as a corpse, barely alive and horribly disfigured.
18. When all the characters 'died' at the end, only Mantis and Spider-Man realised something was wrong before it happened.
That's probably because of Mantis' powers of empathy and Spider-Man's spidey sense.
19. In the last scene with Thanos, we see him on a farm, with his armour on a scarecrow. That's a reference to the Infinity Gauntlet comics ending, where Thanos is a farmer having finally found peace.
20. At the end of the post-credit scene, when Nick Fury and Maria Hill disappear, the symbol that appears on Fury's pager is Captain Marvel's.
I mean, yeah this one is kind of obvious, but it's definitely hinting at the huge role she will play in Avengers 4.