In the first "Iron Man" movie, 'Tony Stark' (Robert Downey Jr.) has just revealed to the world he is 'Iron Man'. 'Nick Fury' (Samuel L. Jackson) then pays Tony a visit, informing him: "Mr. Stark, you've become part of a bigger universe, you just don't know it yet."
That "bigger universe" they both belong to is what's being called the 'Marvel Cinematic Universe'.
"...As key stories play out on the big screen be sure to keep your eyes on Marvel comics and Marvel digital comics for expanded glimpses into the Marvel Cinematic Universe characters, crises and calamities you're seeing on the big screen. There will be plenty to read leading into "Iron Man 2." And it won't slow down with "Thor" on May 6, 2011, "The First Avenger: Captain America" on July 22, 2011 and "The Avengers" on May 4, 2012..."