Project P.E.G.A.S.U.S.

Project P.E.G.A.S.U.S. is a subterranean research facility.

Iron Man 2
Project Pegasus is alluded to when Tony Stark opens a wooden crate marked "Project Pegasus" in preparation to synthesize a new element.

Fury's Big Week
The World Security Council mentions that funding is being redirected from S.H.I.E.L.D. to a new operation, codenamed Project P.E.G.A.S.U.S., in the aims of analyzing the Tesseract.

The Avengers
The subterranean Project P.E.G.A.S.U.S. facility is where the Tesseract is being studied. It proceeds to collapse when a portal opened by the cube implodes.