While Marvel's Avengers will have you flipping switches and battling hordes of enemies to get to AIM loot huts, finding SHIELD caches will be more like treasure hunts. These secret bunkers not only have a generous amount of loot with crates and safes, but they will give you the locations for fun SHIELD Vault missions.
You'll get a tutorial on finding SHIELD caches in the first campaign mission titled Missing Links. In the middle of the mission, JARVIS will notify Kamala and the Hulk that a hidden SHIELD cache is nearby. A signal detector will appear in the upper left corner of the HUD; this rangefinder will tell you how far you are from the bunker.
All you have to do is run in the right direction while paying close attention to the detector; it will turn red when you go in the wrong direction and the distance (in meters) will close when you go in the right direction. Eventually, the Signal Detector will beep, and you'll hold down a button prompt (square on PlayStation, X on Xbox) to reveal a hidden staircase leading to an underground bunker.
These SHIELD caches come little and far in between; we found another one in the campaign mission titled Breakout. The Utah Badlands are a mountain range, so the rangefinder made it look like the SHIELD Cache was in one of the mountains. After taking the tour, we found the SHIELD Cache through a hidden tunnel.
Once you enter a SHIELD cache, you'll find crates and safes galore in the narrow hallways. Such a safe should be marked - open it and you will find an item called Safe Contact Information. This will reveal a Vault Mission on the War Table after completing the current mission. These chests will allow you to defend SHIELD chests from AIM's forces in an entertaining objective-based mission.