Fury probably wouldn't have a file on a species of aliens that nobody knew about before... unless it was an X-File! 
I was thinking they may have an Area 51 file from capturing a Chitauri spy or something. I'm not looking for a lengthy history or major character detailing here - just a little something more to understand who/what they are. Why did they need Loki to get the cube or lead them if they had this huge invasion force? Have they been watching Earth long? Are they a race of conquerors? Are they slaves fighting against their will? Do they want land? Slaves? Water? What's up with their technology being partially alive? It seems like they're just a convenient way to get all the Avengers mixing it up at once.
I guess I just wanted more of a sense of purpose from these guys. I doubt a true invasion plan of Earth would have been centered around a single portal opening above New York City, where the invading army intends to take over the planet by blowing up buildings and killing as many NYC office workers and cab drivers as they can.
I'd have been just fine with another minute of dialogue between Loki and Head Chitauri Dude, explaining something like this:
- The Chitauri are a race of warriors who have already conquered everything in their sector of space.
- They have been able to defeat everyone due to their unique cyborg tech, weaving organic and mechanical contstructs into weapons
- Resources and labor are running thin for the Chitauri Empire
- They are looking to expand their rule and Earth is ripe with slaves, but too distant without the Cube to bring them there and sustain their invasion
- Once they destory New York they can use it as an example to get the countries of Earth to surrender
It's not perfect, but that little explanation or something like it would have gone a long way in helping make the Chirauri invasion at least somewhat credible. I loved the movie and will definitely watch again - this is really my only complaint with it.