During the Avengers movie, Black Widow mentions to Hawk Eye about Budapest:
Black Widow: It's like Budapest all over again.
Hawkeye: You and I remember Budapest very differently.
What happened in Budapest? I'm sure it was a mission, but is this a nod to a previous story in a comic, or to something (perhaps) in production as it's not been seen yet?
It's a very frequently used and popular trope with writers:
The Noodle Incident is something from the past that is sometimes referred to but never explained (or, rarely, left conspicuously unexplained until a critical plot point), with the implication that it's just too ludicrous for words, and the reality that any explanation would fall short of audience expectations. Questions about it are often met with "You Don't Want To Know…"
Joss Whedon has used the concept in Buffy many times and the Avenger's movie is even referenced in the trope's Film sub page.
If you want an in universe explanation you'll have to ask Mr whedon and I'm sure he won't tell you.
