(If you are new to MCU, then you should start with; Iron Man, The Incredible Hulk, Iron Man 2, Thor, Captain America and then Agent Carter.)
There is a S.H.I.E.L.D spin-off mini-series, called Slingshot. It takes place right before Agents of S.H.I.E.L.D season 4. (can be found at ABC's youtube channel).
Marvel Cinematic Universe (#1-4) tie-in comics :