The Marvel Cinematic Universe is steadily becoming comic-levels of complicated. It’s come to the point where I feel every review should begin with a synopsis of where we are in the timeline. Right now, it’s enough to say that we are post-Winter Soldier by some months. This review does assume you’ve seen pretty much everything that’s out (though I’m not going to spoil Daredevil for you).
The team is hunting down Loki’s staff, which we last saw being played with in a Hydra research facility. We have to assume Thor came back to Midgard with Odin!Loki’s blessing, which begs the question – did Loki as Odin order Thor to retrieve it? Probably. The reason he needs it become clear, and fans have already suspected it. But before it can be returned to Asgard the Avengers have to deal with the artificial intelligence that spawns from Tony’s tinkering: Ultron.