First of all, there is the obvious. Thor and Loki are powerful beings from another planet, but they are not necessarily gods. Cap even says, "There's only one God, and I'm pretty sure he doesn't dress like that." Funny and true.
Loki is like Satan personified. He kills and attempts to destroy New York (always New York) simply because he's evil and he can. He also wants total control of Earth.
He also seems determined to tear apart the Avengers, such as when he could have obviously destroyed their plane himself with his power, but he chose to let the Hulk get angry and do the deed instead. There was much tension among the members of the Avengers, and the result was disaster. Only after they unite do they have victory. This is what the enemy (Satan) does in real life. He wants to tear us apart because he knows how dangerous we could be to him should we come together. Only if we some together can we defeat the enemy. And in the movie, Phil Coulson gives his life because he believes they can do that. Sound familiar?
Finally, there is a line spoken by Tony Stark in a conversation with Loki himself: "If we can't protect the Earth, you can be d--ned well sure we'll avenge it!" Very true. Maybe not everyone on Earth is saved, but they were all avenged by what Jesus did on the cross.
And I hope me pointing all this out didn't ruinthe movie for anyone. If anything, it ought to make it ten times better! Epic movie + Spiritual Symbolism=Perfect!