1) Do we know how long SHIELD has existed in the movieverse? I vaguely remember Coulson talking to Tony about it in IM, but I haven't watched it in a while.
2) Prior to having to deal with threats from aliens, gods and monsters, what is SHIELD's reason for being? Are they counter-terrorism? General-purpose spying? How do they differ from, say, the CIA?
3) I've read that SHIELD is alternately written as being under the aegis of the US government and the UN. Does the movieverse give us any hints in that regard? Fury answers to the Council, which seems to be a multinational group, but do we know anything more?
4) Does SHIELD regularly (or ever) operate on American soil? (New York and New Mexico don't count because a- aliens and b-supersekkrit military installation).
Hmm, okay, I think that's it for now :)