Did I hear right?
In this movie, when Jane first meets Loki, she slaps him and says "That's for New York...".
Eh? What happened in New York?
There was no New York in the first movie. Was there?
Am I missing something?
She was referring to the events in 'The Avengers'.
Did you see that ludicrous display last night?
If the two additional scenes after the end titles are any indication, all these movies (in the Marvel Cinematic Universe) are interrelated, and you need to watch all of them to understand all the references.
You will find this useful - movies are all listed in the order they came out:
https://en.wikipedia.org/wiki/Marvel_Cinematic_Universe#Feature_films
She was indeed referring to the events of The Avengers. And so why the slap? There could be a few explanations. She may have been so upset with the aftermath of the battle of New York, and since Thor was of course a part of it, Jane maybe for some reason considered Thor to be responsible for all the destruction and chaos.
But the more likely reason, is she had to be pissed over the fact that when Thor finally returned to earth (in Thor 1 he gave her his word that he would be seeing her again soon, yet he never did because the Bifrost got destroyed), he never payed Jane a visit. While she obviously had no clue why Thor never came back before the Battle of New York, understandably she got upset by it.
Furthermore, who’s to say Jane wasn’t personally affected by what happened in New York? I mean, much to Jane’s annoyance SHIELD showed up at her doorstep again, only this time it was for her own protection. Ungrateful? Well, it’s not like she had a particularly good experience with them in the 1st Thor. With that in mind, it’s safe to say Thor never personally contacted Jane during The Avengers, and since Jane would have undoubtedly preferred for Thor himself to come and see her and explain to her why SHIELD was going to be looking after her 24/7, you can only imagine how angry this must’ve made her.