The scenes from Avengers Eric mentions are favorites of mine too. And they fit comfortably with the “advance plot/reveal character” dictum; what’s great about them is that they reveal aspects of character that you otherwise wouldn’t see in a superhero plot.
For a scene whose greatness is all about revealing setting, I offer one of my favorites from The Matrix:
Obviously this scene does do a bit of revealing character. We understand Mouse and his relationships a little better after it… probably feel a little more affection for him. So you could interpret it in terms of the plot-characters dictum. But if you did, I’d tentatively suggest that your character-centric dogma has distracted you from what really justifies using precious seconds of movie dialogue on this conversation. What makes this scene terrific and memorable is the Matrix-appropriate speculation on why everything tastes like chicken.
The Matrix is a great movie in part because it takes the conceits of its everything-is-a-simulation world seriously enough to spend time playing with them in funny little winsome ways as well as grand dramatic badass ones. Yes, it foreshadows the rabbit hole the Wachowskis would fall down in the sequels… but just because they got the balance wrong later doesn’t mean they didn’t find a sweet spot the first time around.