There's an interesting change between concept art and finished film here. In this visual, Steve Rogers confronts Loki inside a sumptuously-appointed opera house (do those red-and-gold columns remind anyone else of The Fifth Element?) while in the finished film they meet on the street outside.
While part of us is a little sad that we didn't get to see these surroundings - where, after all, the Asgard-raised Loki would feel right at home - the outdoor scene does allow a little more space for Iron Man to fly in and S.H.I.E.L.D.'s shuttle to hover overhead without causing any structural damage to the building.