The Cosmic Cube appears in several films set in the Marvel Cinematic Universe:
A hypercube is seen in Howard Stark's notes (flipped through by Tony Stark) in Iron Man 2.
The Cosmic Cube is seen briefly in the film Thor in a post-credits scene. Nick Fury shows the box to Erik Selvig who, under the control of Loki, asks what it is, to which Fury replies "Power".
A Cosmic Cube—known in the film as the seemingly magical "Tesseract"—will be involved in Red Skull's plan for world domination in the upcoming film Captain America: The First Avenger.