Let’s take a look at the first images of The Avengers filming set, located in Cleveland.
We can see the U.S. military in battle firing all their power to the skies. A fact that makes us think something will be attacking them from New York city skies. One of the images we can see Captain America holding a strange device, we assume that is possible The Avengers will confront an extraterrestrial threat in the movie.
Below, some fan videos of the filming. Enjoy.