The full story
Set just before Thor. Agent Phil Coulson is driving to New Mexico, where something has landed in the desert, and stops at a gas station for snacks. While he's at the back of the store, two men come in and hold up the register.
When they ask whose car is outside, Coulson owns up, hands over his keys and offers them his gun as well. As he hands it over, he distracts them and puts both men down in a matter of seconds. Then he pays for his snacks, and asks the clerk to leave him out of it when the police arrive.