Hugin and Munin are Asgard's two ravens who serve as the eyes and ears of Odin.
Marvel Cinematic Universe
Thor
Hugin and Munin make an appearance in the beginning at Thor's coronation, perched on Odin's throne. They are seen again in Odin's room while Odin is in Odinsleep.
The Avengers
Hugin and Munin briefly appear on the mountaintop when Thor takes Loki from the S.H.I.E.L.D. quinjet.
Thor: The Dark World
Early in the film, one of the ravens perch on Odin's arm. It is unknown if the raven was either Hugin or Munin.
Other appearances
The Avengers: Earth's Mightiest Heroes
The ravens appeared in "Thor The Mighty", when the Frost Giants attacked Asgard getting Thor's attention as Hugin and Munin witnessed it and reported it to Odin.
Later they appeared in "A Day Unlike Any Other", when Hugin and Munin defended the corrupted Yggdrasil from the other Avengers as they were now loyal to Loki.
After Loki's defeat by the Avengers, Hugin and Munin returned their allegiances back to Odin.