During Thor's interrogation, Agent Coulson exits the room and Loki enters and informs him that his father Odin had passed away and that he cannot undo his banishment. Not only does he communicate with Thor, but he goes to the area where Mjölnir is embedded in the rock and attempts to lift it, with SHIELD scientists and agents completely oblivious to his presence.
Loki shows a similar ability when he converses with 'The Other' and when he manipulates Erik Selvig. Is this a part of Loki's illusion powers or another one of his abilities that has not been addressed? How was he able to visit Earth without using the Bifrost?