At the end of Thor (2011), Thor destroys the Bifrost. Hence Odin had to summon dark energy to send Thor to Earth in The Avengers (2012). Later in the same movie, Thor and Loki use Tesseract to go back to Asgard.
In Thor: The Dark World, how did the army get to Vanaheim to restore peace? Did they use Tesseract again or did they rebuild Bifrost? Is it mentioned anywhere?