We get our second reference to the Warbound in Thor 2 in the form of concept art.
Josh Nizzi, concept artist on Thor 2, released a batch of art where we see a character named Oldstrong who happens to resemble the Marvel Comics character - and wife to the Hulk - Caiera Olstrong.
In the Marvel Comics, the Hulk was abandoned on an alien planet where he met members of the Warbound. As we saw in Thor 2, the rock creature Thor hammered looked exactly like Korg.
Nizzi also released an image of a Korbinite. Marvel Comics fans will certainly recognize the race to have Beta Ray Bill amongst their members (or member).
Finally, we see art for Valkrie which suggests the character at one time may have been in a script for Thor 2. Artists tend to use actresses as examples or inspiration in their concept art. Any idea who Valkyrie resembles?