Kolkata, also known as Calcutta, is the capital of the state of West Bengal, in India.
A little girl pleaded for help in order to treat her sick father, going with Banner to an empty cottage in the outskirts of the city, where the girl escaped through a window to leave Banner alone. The girl turned out to be a ruse to lure him to an encounter with Natasha Romanoff, sent by S.H.I.E.L.D. in order to recruit him.
Romanoff let him know that S.H.I.E.L.D. did not lose track of Banner, and even avoided that other parties found him, as Nick Fury trusted Banner and left him free. Romanoff explained the purpose of Banner's mission, to find the Tesseract after it was stolen by Loki, given its emission of Gamma Radiation and Banner's status as the world's foremost authority on that field.
While trying to coax Romanoff about Fury's real intentions, and if he wanted to trap Banner inside a cage, Banner angrily shouted at Romanoff, prompting her to aim him with a gun. Banner then showed a calm behavior, and convinced Romanoff to lower her weapon to avoid his transformation into Hulk that would destroy the place.