Interactions between Marvel Cinematic Universe and Agents of SHIELD
Iron Man . . . . May 2, 2008
The Incredible Hulk . . . . June 13, 2008
Iron Man 2 . . . . May 7, 2010
Thor . . . . May 6, 2011
Captain America: The First Avenger . . . . July 22, 2011
Marvel's The Avengers . . . . May 4, 2012
Iron Man 3 . . . . May 3, 2013
Agents of SHIELD starts . . . . Sept. 24, 2013
Avengers: Coulson’s death and resurrection are a central part of season one’s story. In addition, at various times throughout season 1 the SHIELD crew run into Chitauri weapons and organic material left behind after the invasion that they have to collect.
Agents of SHIELD 1-6 FZZT . . . . Nov 05, 2013
Thor: The Dark World . . . . November 8, 2013
Agents of SHIELD 1-7 The Hub . . . . Nov 12, 2013
The S.H.I.E.L.D. team cleans up a library in London after the climactic battle in the film.
Agents of SHIELD 1-16 End of the Beginning . . . . Apr 01, 2014
Captain America: The Winter Soldier . . . . April 4, 2014
Agents of SHIELD 1-17 Turn, Turn, Turn . . . . Apr 08, 2014
Discovery that S.H.I.E.L.D. has been infiltrated by Hydra from the beginning, and ceases to exist officially. This was a major shake up for the show and the hinge point of the first season.
Guardians of the Galaxy . . . . August 1, 2014
[between seasons]
The Kree are a major presence in the movie, and they were an important part of Coulson’s resurrection and Daisy’s Inhuman backstory.
Agents of SHIELD 2-19 The Dirty Half Dozen . . . . Apr 28, 2015
Coulson is tracking down Loki’s scepter. When found, he signals that it is time to send in the Avengers.
Avengers: Age of Ultron . . . . May 1, 2015
Agents of SHIELD 2-20 Scars . . . . May 05, 2015
Coulson is working on a secret “Theta Protocol,” which is a hidden helicarrier for Nick Fury. In the movie the show's plot line gets a minimal acknowledgment, though its presence does result in many fewer Sokovian deaths.
Ant-Man . . . . July 17, 2015
[between seasons]
Agents of SHIELD 3-19 Failed Experiments . . . . May 03, 2016
Captain America: Civil War . . . . May 6, 2016
Agents of SHIELD 3-20 Emancipation . . .May 10, 2016
Following Civil War, the Inhumans working with S.H.I.E.L.D. must deal with the registration and limitations from the Sokovia Accords. S.H.I.E.L.D. also comes back as a public entity.
Agents of SHIELD 4-?? . . . . Nov 1, 2016

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Doctor Strange . . . . Nov 4, 2016
Agents of SHIELD 4-?? . . . . Nov 8, 2016

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It's been stated that the story of 'the box' starting in the season 4 opener of Agents of SHIELD will
interact heavily with the Doctor Strange film. There are what some might consider spoilers in the linked article (including one on a possible future guest appearance on SHIELD). To me, the article was just a clear warning to not watch any SHIELD following Nov. 4 until after I can manage to see the film.
For anyone interested, the core of the descriptions of the effects of the films on Agents of SHIELD came from here:
http://mcuexchange.com/agents-of-s-h-i-e-l-d-will-tie-in-with-doctor-strange-and-fury-could-be-returning-to-the-show/ However, I've altered them to clarify them, add some additional information, correct minor content errors, and fixed a couple spelling mistakes the source page has (e.g. following Dark World they have "climatic battle" instead of "climactic battle" - the plot wasn't about changed weather patterns

).