Marvel Cinematic Universe
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.
Hugin and Munin briefly appear on the mountaintop when Thor takes Loki from the S.H.I.E.L.D. quinjet.
Early in the film, one of the ravens perch on Odin's arm. It is unknown if the raven was either Hugin or Munin.
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.
After Loki's defeat by the Avengers, Hugin and Munin returned their allegiances back to Odin.