There was a box that was opened by a group of chinese smugglers. The box called itself a breath of fresh air. Once opened the box released a gas or an airborn agent of some kind and the gangsters began seeing themselves as monsters. Previously men were found that had been exposed that literally torn each other apart.
Agent May was also exposed and saw a ghost like figure walk past.
What is Box? or maybe the real question is What was in the box?
It seems clear that the show wants to add supernatural elements to the MCU in part to tie into Doctor Strange and the Ghost Rider addition to the show.
Jeb Whedon was asked at the Premiere about what was in the box and he said its something along the lines of the supernatural elements, "Something we can't tell you, but something along those lines." What can be gleaned from this is that its supernatural and an important subplot that the show will continue to explore.
Is there anything like this in the comics.
Theory One - The Devil's Breath
One thing that jumped to my mind was the Devil's Breath agent that was used by Spider-Man Villain Mister Negative to kill various gangsters. The Devil's Breath would kill anyone of a certain blood line making it a perfect weapon to use against a familial organization like the Maggia Crime Family. Mister Negative later programs it through blood to kill Spider-Man.
The box though did not seem to work like the Devil's Breath at all. It was an airborn agent and it did come by way of asian gangsters like the Devil's Breath but otherwise seems very different.
Theory 2 Another Spirit of Vengeance:
Ghost Rider's powers are from attached to a spirit. The first Ghost Rider was attached to a Spirit of Vengeance. The Spirit of Vengeance was combination of demon called Zaranthos and other spirits who had locked into a battle aons ago and eventually merged.
One though is that the ghost in the box is a Spirit of Vengeance and perhaps now May will gain supernatural powers from it. My reasoning here is that the show keeps promoting Spirit of Vengeance even though the Ghost Rider they are using does not actually use a Spirit of Vengeance. He uses a spirit from a dead serial killer uncle. Keep in mind that was just in the comic version of Robbie Reyes and it is very possible that in the show they have altered this and Robbie Reyes is connected to an actual Spirit of Vengeance.
If it was the ghost in the box Spirit of Vengeance it would help tie the Box to the Ghost Rider and also help explain what he is. It would also tie the Agents to the Ghost Rider with another connection.
One indication that the ghost may work like this is the fact that the gangsters seem more affected by it than May. It could be that it preys on bad people and not good ones.
Theory 3 Lilith
One idea is that the ghost woman could be the mother of demons Lilith. Problems with this theory are that Lilith does not appear as a human female ghost.
Lilith is a common foe of Ghost Rider and supernatural so those two things are going toward this theory but so far not much else.
Theory 4: (Actual )
The experiments on Dark Energy that were depicted in Agent Carter seemingly continued. At some point a group of people were shifted with Dark Dimension energy and thus phased between our dimension and the Dark Dimension. They then look like ghosts. These people were trapped in containment cells for many years. The box that was opened was from one of these containment units.
The people who were inbued with Dark Energy in Agent Carter were shown to occasionally hear a voice.
This voice is believed to be the voice of Doctor Strange villain Dormammu. Agents of SHIELD seems to be laying additional ground work for the film Doctor Strange. It also seems that the Dark Dimension and Dormammu will surely be part of the film even if they have not yet been depicted in previews.
Dormammu SHIELD File
Other Magical Items?
Right now I'm drawing a blank as a magical Marvel item that works like this. Let me know if you can think of anything in the comments and I will credit you as a source.
Doctor Strange, Ghost Rider, and Mephisto connections?
There are three characters with supernatural origins that are said to have a big impact on stories throughout the MCU and likely the box what ever is has a connection to one of them. We are talking about Mephisto, Doctor Strange and of course Ghost Rider.
One other thought is that a being from the Dark Dimension may explain the dark spots under peoples eyes are exposed to it. Similar to how magical villain Kaecilius has the dark breaking skin under his eyes in images from Doctor Strange.
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Marvels Agent of Shield speculation HUB