S.H.I.E.L.D. is a orginization that is lead by Nick Fury. They appear in X-Men Legends II: Rise of Apocalypse, Marvel: Ultimate Alliance, and Marvel: Ultimate Alliance 2.
S.H.I.E.L.D. stands for Strategic, Hazard Intervention, Espionage Logistics Directorate.
X-Men Legends 2.
S.H.I.E.L.D. appeares in X-Men legends II: Rise of Apocalypse in a mission where Sentinels are attacking a off coast base. They are helped by many S.H.I.E.L.D. members including Nick Fury and a member named Sgt. Charles Kilroy. During your mission, Kilroy is attacked and falls of the platforms. After the mission, he is picked back by S.H.I.E.L.D.
Marvel Ultimate Alliance
S.H.I.E.L.D. has a very big role in the game.
Marvel Ultimate Alliance 2
S.H.I.E.L.D. has a big role again in the sequel. They appear as enemies to theAnti-Registration side and allies for the Pro-Registration side.
Trivia
Apparently, in the E3 demo of Marvel: Ultimate alliance 2, the S.H.I.E.L.D. agents resemble more like their Spider-Man: Web of Shadows design then their final design in the full game.