ComicBookMovie.com tells us that clips from both movies will be a part of Iron Man 2's special features. Thing is, you'll actually have to do some digging to find them. They'll be hidden within something called the "S.H.I.E.L.D. Data Vault". It'll probably just be an item on the menu screen that seems unselectable at first glance, as is the case with most Easter Eggs, but if it's any more complex than that I'm sure it'll be no time flat before someone online explains how to access the goods.
As for the actual goods, you can expect to see: the five-minute Thor trailer (with finalized effects!), the Captain America costume test and teaser trailer, and, according to Movie Viral, "a Cap scene with Hugo Weaving trying to get the cosmic cube." Pretty groovy, especially for a Blu-ray that is already packed to the gills with special features.