Considering how popular the animated shorts are that play before Pixar movies -- combined with the fanboy excitement that builds for those post-credit sequences in all the Marvel films -- it makes complete sense for Disney and Marvel to merge those ideas and begin shooting live-action short films to include with their upcoming Marvel slate. Where, exactly, we'll see these short films is still up in the air, but according to Film School Rejects the first two have been shot and will be included on the Captain America: The First Avenger and Thor DVDs.
The site claims via a source that Clark Gregg's Agent Coulson is the star of the first two shorts, which makes sense for several reasons. Not only is Gregg the most flexible actor to work with (schedule wise), but he's also a character Marvel wants the audience to get to know more since he'll return again for The Avengers in 2012 with a meatier role. In fact, we bet both these short films factor directly into The Avengers and will probably be spun as Avengers back-story prior to that giant superhero mash-up arriving in theaters next May.
What Marvel will do with these short films after The Avengers is not known, though they could be used to help familiarize the audience with lesser-known characters and test out which ones attract the most buzz (or as a way to set up their next movie). Would you support Marvel breaking in to the live-action short films arena with their characters, or would you rather them stick to shorter, geekier post-credit sequences (or both!)?