Captain America: The First Avenger
The titular weapon is powered by the Tesseract, the macguffin of the MCU films "" (2011) and "The Avengers" (2012). The "0-8-4" was made by Hydra, a fictional organization that also appeared in "Captain America: The First Avenger". It is stated in the episode that the last object of unknown origin that S.H.I.E.L.D. encountered was "a hammer", referring to Thor's weapon Mjolnir which Coulson discovered on Earth during the events of the film "Thor" (2011). Coulson also refers to Skye as a consultant, which is how S.H.I.E.L.D. classified Tony Stark during "Iron Man 2" (2010), "The Avengers", and the Marvel One-Shot short film "The Consultant" (2011).