The Blu-ray release of Marvel’s Captain America: The First Avenger is on the way, and included on the disc is another Marvel short film that fills the gaps between features. The first one we saw was The Consultant, which attempted to tie together the events of The Incredible Hulk and The Avengers with the use of Clark Gregg’s Agent Coulson. This new short, called A Funny Thing Happened on the Way to Thor’s Hammer bridges Iron Man 2 and Thor. It again stars Clark Gregg, and today we’ve got a sneak peek at the short. It looks to be a bit better than The Consultant (which isn’t saying much), and Gregg instantly ups the watchability of anything he’s in.Hit the jump to watch the sneak peek. Captain America: The First Avenger is set to be released on Blu-ray and DVD on October 25th.Here’s the first look at the short, courtesy of the film's cinematographer David Myrick (via Hollywood.com):