What was the reason for the structure the government guys put around his hammer being so elaborate? And was it my imagination or, despite all the rain, they left her notebook outside on a table where Thor could just walk by and grab it? Wussup with that 
Notebook on the table I can excuse as it being inside their chainlink and guarded perimeter. Granted, their perimeter sucked ass, but presumably Hawkeye was keeping an eye out, so they weren’t as concerned as they could have been.
Complicated buildings were to make the sneaking in and fight-scenes more interesting to look at. Also to let Coulson and the suits be neat and dry while the hammer and Thor got rained on and looked like drowned rats.
What gets me is that friggin Loki just wanders in and grabs it. Not successfully, but still. Worst security ever.
Loki didn’t just walk in. He was using magic to hide himself from the guards and cameras. Shield is good, but magic is a bit outside their mandate, especially at that point in history.