SPOILER: There is a scene in the closing credits: Thanos puts on his Infinity Gauntlet, declaring he'll hunt for the Infinity Stones himself.
There is a statement at the end of the closing credits: "The Avengers will return." Their next appearance in the MCU is in Captain America: Civil War (2016).
Part of the closing credits is set around a statue of the Avengers battling an Ultron army.
The opening title has the main title ("The Avengers") fade into shadow, to reveal the subtitle ("Age of Ultron") with glowing red lights, Ultron's trademark.
When the Marvel logo appears, the Avengers theme is heard.