At the end of Thor, as Thor is destroying the Bifrost Bridge, Loki says
If you destroy the Bridge, you'll never see her again!
The implication is that without the Bifrost Bridge, there is no longer an easy way to get to Earth.
Then in The Avengers Loki says this to Thor after Thor arrives on Earth
With the Bifrost gone, how much dark energy did the Allfather have to muster to conjure you here, your precious Earth?
At the end of the movie Thor returns to Asgard via the Tesseract. In Thor 2, the Bifrost Bridge has been fully restored.
To me, this implies the Bifrost Bridge was going to be a huge undertaking, but because they suddenly acquired the Tesseract, they were able to easily rebuild it. Did they need the Tesseract (or something like it) to rebuild the Bifrost Bridge?