The ending of The Incredible Hulk shows Banner choosing to manage the Hulk instead of running from him, while a final scene with Tony Stark ties the film to the wider universe. After the Harlem fight, the Abomination is taken into military custody and the Hulk gets away.
A month later Banner is hiding in Bella Coola, British Columbia, learning to bring on and control the change. In my opinion, that is the quiet heart of the film, because the early scenes in Rio are all about suppressing the Hulk and the last ones are about using him. In Rio, Banner trains himself to keep his heart rate down in a bottling plant (shot in a Hamilton, Ontario factory), and the film opens with him as a man who fears his own pulse. By the glacier shoot he is the one deciding when the change happens. It is a modest arc, but it is a real one.
The Harlem fight deserves a closer look too. Rhythm & Hues built the Hulk at about nine feet tall, and Yonge Street in Toronto doubled for the battleground, so the Abomination, a bigger and nastier monster, has real physical mass to throw around. The turn comes when Banner leaps from the helicopter and changes mid-fall, and the Hulk then stops short of killing Blonsky only because Betty asks him to. I read that as the film's thesis: the rage is not the whole creature. Compare that with the Culver University sequence earlier, shot at the University of Toronto and Morningside Park, where the Hulk is purely a force that the army provokes.
Then Tony Stark finds General Ross in a bar and tells him a team is being put together. That scene links the film to the larger Marvel universe, and it lands in a film that, by chronology, sits fifth, after iron man 2 and before thor 2011. It could be argued that the scene is the most important thing the film does for the saga. Paradoxically, the film that sells Banner as a loner leads straight to the avengers 2012, where Mark Ruffalo plays him in a team, and where the Hulk is a teammate instead of a fugitive.
The production context adds a wrinkle. Edward Norton rewrote the script, yet the Writers Guild gave sole screenplay credit to Zak Penn, so the version we see is a negotiated one, and the Banner-as-fugitive tone owes something to that tussle. The Ross storyline also has a long tail. William Hurt appears as Secretary Ross in black widow 2021, and Harrison Ford plays President Thaddeus Ross in captain america brave new world, where Liv Tyler returns as Betty and Tim Blake Nelson as Samuel Sterns. The general from this film grows into a political figure, and the Sterns we meet as Mr. Blue is a thread the saga picked up again years later.