In Thor, after Thor's failed attempt to retrieve Mjollnir from the S.H.I.E.L.D. compound, he gets taken into custody. A little while later, Erik Selvig shows up, asking Agent Coulson to release him into his custody.
As Coulson is questioning him, he quickly finds plenty of evidence that Selvig is lying through his teeth about Thor's identity and Dr. Selvig's relationship with the prisoner, and Selvig is someone that Coulson already knows, and has butted heads with in the past over S.H.I.E.L.D.'s decision to confiscate his protege's research and equipment.
And yet, Coulson hands Thor over into Selvig's custody, with only an offhand order to one of his agents to "follow them," which never seems to be followed up on. What's going on there?