Well, nearly exactly a year later, the rumor has been given fresh legs as Film School Rejects are reporting that according to their sources, not only have the short films been shot, with Clark Gregg said to be reprising his role as Agent Coulson, but that the efforts will appear on the forthcoming "Thor" and "Captain America: The First Avenger" DVD and BluRay releases.
No other details are available and again, it's more or less speculation at this point, but it's interesting to consider. It would seem odd that Marvel would go to the trouble to make these short films, presumably with new characters (or what we imagine would be teases of new characters unless casting has been happening in secret) only to dump it on a DVD and BluRay release and hope that someone who isn't a comic nerd decides to give the extras features a whirl. It would make much more sense to slap them up on the big screen and make sure everyone who buys a ticket for a Marvel movie gets exposed to whatever hero they want to develop next for the big screen, allowing them to gauge who crowds are responding to.
So we'll see how these play out. With Marvel skipping Comic-Con this year and (we think) likely to appear at Disney's D23 Expo in August (remember, the mouse house owns Marvel Entertainment now), we won't be surprised if the shorts turn up there as well as part of a next major announcement. That's our guess anyway. In related news, 'Captain America' got a terrible new international poster.