If you want to use interrupts in your Assembly code, you need to define the interrupt vectors in your code. Luckily, this is done by the linker for you. All you need to do is to give your ISR a specific name, by defining a global label. 

For instance, the following code defines the handle for external interrupt 0 (INT0), that can be triggered by pin 2 of Arduino (PD2):

.global INT0_vect
INT0_vect:
  ; your code here
  reti

You can find the complete list of interrupt handler names in the avr-libc manual, under the section named "Choosing the vector: Interrupt vector names". Not all the vectors are applicable for Arduino Uno: look for "ATmega328P" in "Applicable for device" column to know which vectors are relevant (you can also consult the datasheet).

1. Your ISR must preserve the values of any registers it uses. Otherwise, it may affect the program coding in unexpected ways. Usually, you'd push all the registers that you use at the beginning, and pop them before returning.

2. The ISR should also preserve the value of SREG, where the flags are. This is done by copying it to a general purpose register (whose value was already saved to stack), then pushing it into the stack, e.g.:

  in    r0, SREG
  push  r0

and then restore it before:

  pop  r0
  out  SREG, r0

This can be omitted if you don't use any instructions that modify the flags. For instance, if you use the ISR to just toggle a GPIO pin and nothing more. I'd still recommend to include this, just in case someone adds some instructions that modify the flags in the future.

3. Using reti instead of ret. That's the same as ret, but it also re-enables interrupts. otherwise, you'd return to the program with interrupts disabled.

Note: I recommend to take a look at the assembly code generated by the compiler for ISRs that you create in C. You can open the INT0 Example project and look at the generated assembly code by pressing "F1" in the editor and selecting "View Compiled Assembly Code Listing", go to the "sketch.lst" tab and search for "INT0_vect".