A combined setting occupied by most of the movies produced by Marvel Entertainment (and distributed mostly by Paramount Pictures, but now Disney is in charge of that), starting with Iron Man. Unlike in previous Marvel licensed movies, there exists continuity between different movies.*
And there are also some comic book tie-ins for the movies:
Captain America: First Vengeance - a mid-quel of sorts for the Captain America movie, detailing some backstory for each of the main characters via flashbacks
Fury's Big Week - chronicling the events of Iron Man 2, The Incredible Hulk and Thor (as well as the Marvel One-Shots) from SHIELD's perspective and leading directly into The Avengers
It should also be noted that Samuel L. Jackson (who plays Nick Fury) has signed an unprecedented 9-movie deal with Marvel Studios, and has so far appeared in the two Iron Man movies, Thor, Captain America and The Avengers... so that leaves us with another 2 films in this continuity to look forward to, beside those listed here; interviews mentioned an Ant-Man movie (possibly with Edgar Wright directing), a SHIELD movie, a Doctor Strange movie, and a Guardians of the Galaxy movie, just to name a few.
Averted with Iron Man who is a cool ladies' man and Thor as long as he stays in Asgard where he's a celebrated hero (when he first went to Earth, he was seen as insane and probably homeless).
The Hulk generally gets as much hate and fear as his status as a giant rampaging monster would logically warrant.
As for Captain America, he struggled to gain respect even after becoming the pinnacle of human perfection. While things changed for him, he now has to struggle as a Fish Out of Temporal Water.
All-Star Cast: And how! Here are the main cast members of each film and see how many you instantly recognize:
The Avengers: Downey, Evans, Mark Ruffalo, Hemsworth, Johansson, Jeremy Renner, Hiddleston, Clark Gregg, Cobie Smulders, Skarsgård and Jackson.
All There in the Manual: The scene with Tony Stark at the end of The Incredible Hulk gains new context thanks to an extra on the Thor DVD (See the entry for Batman Gambit).
Marvel has also published a few tie-in comics, explaining events that happen between each film.
Anachronic Order: The Incredible Hulk takes place sometime during Iron Man 2 (proven by the news report of Hulk's rampage appearing in Iron Man 2), and during Thor, (the first half of which is occurring concurrently with the second half of Iron Man 2 — the overlap ending when Coulson arrives in New Mexico, and a freak thunderstorm is mentioned in Hulk). The bulk of Captain America is obviously set before any of the others.
The overlap is confirmed in Fury's Big Week, which follows Fury, Black Widow and Hawkeye during the events of all three films.
Bad Present: As always, Captain America (the king of this trope) uses shades of this.
Captain America: When I went under, the world was at war. When I woke, they said we won. They didn't say what we lost.
Batman Gambit: The short film The Consultant included on the Thor DVD features Agents Coulson & Sitwell get out of the WSC's request that the Abomination be placed on the Avengers instead of the Hulk by having General Ross refuse the request. They send Tony Stark, in the hopes he'll piss Ross off & get him to refuse to release Blonsky. It works.
The Incredible Hulk: Bruce defeats the Abomination and saves both Betty and General Ross. But in the process, he becomes a fugitive living somewhere in British Columbia, away from his loved one. And Dr. Sterns is on his way to become Leader soon.
Thor: Thor stops his adopted brother Loki from destroying Jotunheim and makes amends with his father, but Loki falls off the bridge, and with the Bifröst gone, he remains separated from Jane until she can find a way to be reunited with him. Also, Loki is alive and well on Earth, about to grab a hold of the Cosmic Cube and become one of the major antagonists in The Avengers.
Captain America: The First Avenger: Steve stops the Red Skull from obliterating the U.S. using the Cosmic Cube's power but he goes missing for 70 years. When he wakes up, he finds himself in modern times, with Peggy and everyone else presumably long gone or at least very old. His first reaction upon realizing that? "I had a date."
The Avengers has a more mild version of this: The day is saved and the world is celebrating the victory, but the fact remains that many people died during the fight in Manhattan, and the team is at least temporarily disbanding, partially so that they and SHIELD won't have to deal with all of the political and legal questions surrounding the incident. All of this is small potatoes, though, to the big thing that makes this bittersweet, although they don't know it yet: Thanoshas become interestedin Earth.
The Cameo: Often, and it helps to establish a connected universe (such as Tony Stark appearing in Incredible Hulk and Nick Fury's brief scenes in Thor and Captain America.
Early-Bird Cameo: Often done to hype the next movie in the queue or at least a future one: Nick Fury in Iron Man, Thor's hammer in Iron Man 2, Hawkeye and the Tesseract in Thor, and Thanos in The Avengers.
Creator Cameo: Plus, as is standard procedure for Marvel productions, Stan Lee always makes a cameo. J. Michael Straczynski also appears in Thor as he served as a script consultant.
Lou Ferrigno makes another Hulk-related cameo, and in the same film, Bill Bixby makes a pseudo-cameo when Bruce is watching "The Courtship of Eddie's Father."
Canon Foreigner: SHIELD Agent Phillip Coulson. Became a Canon Immigrant as of the Battle Scars miniseries, which came right before the Avengers movie.
Clarke's Third Law: The films seem to be heading in a generally Sci-Fi direction, though Clarke's Third Law is quoted and specifically referenced in Thor, with Thor saying that in Asgard science and magic are the same thing, rather than sufficiently advanced science passing as magic or magic taking the form of a complex science. Furthermore, the semi-magical Bifröst of Asgard is an Einstein-Rosen Bridge that Jane and her team are studying at the beginning of the film. Loki on the other hand is referred to as "a master of magic" by an Asgardian, so the whole matter is rather unclear.
Comicbook Movies Dont Use Codenames: Most characters don't have them. Iron Monger, Abomination, Black Widow, War Machine, Whiplash, Hawkeye, Red Skull... all of their codenames have been referenced only a few times or not at all.
Eagleland: Both varieties, in regard to the US military and its affiliates. In Captain America: The First Avenger, most of the army and SSR characters are undoubtedly good at heart, though Philips is often scathing towards Rogers early on. The modern day military and political establishment, by contrast, is unashamedly Type 2 (Rhodes notably excepted), from General Ross and Blonsky to Senator Sterns and Justin Hammer. Even the minor generals only seem to give a damn about getting a hold of the Iron Man technology and nothing else.
SHIELD is much more morally grey in comparison, but it's not clear whether it's a US agency given Fury reports to the World Security Council.
Extremely Short Timespan: So far, most of the movies take place almost at the same time even though they were all made years apart. Iron Man 2 contains references to The Incredible Hulk and Thor that indicate all three films happened at roughly the same time, and the original Iron Man was only six months earlier. (Captain America, on the other hand, took place mainly 70 years ago during WWII; and we aren't told when the modern-day bits are in relation to the other films - although SHIELD's world map in Iron Man 2 includes a marking at what would be about the right spot for where Cap was found, meaning the final scenes of that film also probably happen at about the same time). To balance it out, The Avengers takes place at least a year later.
The Avengers tie-in comic Fury's Big Week puts more detail into the timeline by showing the events of Iron Man 2, Thor and The Incredible Hulk all happened the same week. Tony and Rhodey's fight took place the same day Bruce Banner crossed the border into the United States, which was also the same day Agent Coulson reported electro-magnetic disturbances in New Mexico to Nick Fury. Thor and Mjolnir arrived in New Mexico the day after the Stark Expo battle, while Hulk's fight at Culver University took place on the same day as Tony and Fury's conversation at the end of Iron Man 2, which was also the same day Thor got his powers back (and possibly the same day Cap was discovered).
Hero of Another Story: Many of the movies tease that there are other superheroes out there, Tony Stark pops up in The Incredible Hulk, Nick Fury has appeared at least by name in every film so far, Hawkeye as an Agent of SHIELD in Thor, etc.
Captain America features a blink and you'll miss it appearance by the original Human Torch as a statue at Stark's expo (doubles as a Mythology Gag).
Hey, It's That Guy!: A twofer — For all of the well known actors appearing in the films, and for the various cameo appearances in the films by characters from other entries in the universe.
Mythology Gag: Bound to be several considering their comic book origins. A few in particular come to mind:
Tony considers making the Mk II armor completely gold, but then decides it's "a little ostentatious" before throwing the red in.
A student being interviewed about the Hulk's rampage is named Jack McGee after the reporter from the 70s TV series. His friend is named Jim Wilson, an old side character from the comics.
A billboard in New Mexico advertises a "Journey Into Mystery," the title of the series Thor debuted in.
Agent Coulson gets gas from Roxxon Oil in "A Funny Thing Happened on the Way to Thor's Hammer."
Not Wearing Tights: Surprisingly, for a superhero universe, the heroes often don't wear tights. Iron Man simply has Power Armor, Hulk has little more than a pair of Magic Pants, and Thor spends a lot of the time in Civvie Spandex and mostly dons his battle armor and cape in Asgard where it's much more typical. Though Captain America does wear tights as part of his USO costume, he later dons a still pretty traditional superhero uniform, but it's mostly re-colored battle fatigues and a mask. Even later, his modern-day costume in The Avengers resembles a flight suit with added details. Hawkeye and Black Widow use basic spy uniforms.
Nothing Is the Same Anymore: While all four of the main heroes made big splashes, the coming of Thor made Earth aware of intelligent life on other worlds and made SHIELD and the WCS realize how technologically outmatched Earth is.
The Other Darrin: Mark Ruffalo is this to Edward Norton as Bruce Banner in the Avengers movie.
And before that, Don Cheadle replaced Terrence Howard as James Rhodes.
Howard Stark has been played by a different actor in each film he's appeared in (Iron Man, Iron Man 2, and Captain America).
Time Skip: A conversation with Banner in The Avengers notes that while Hulk, Iron Man 2 and Thor took place within a week of each other The Avengers takes place at least a year after that.
Genetic Engineering is the New Nuke: Captain America and the Super Serum which made him who he is has been coveted ever since World War II, with many sides failing to reproduce it in any functional capacity. Cap himself, The Hulk, The Red Skull, and The Abomination are all byproducts of this form of phlebotinum.
I Love Nuclear Power: Nuclear (and non-nuclear) radiation is linked to every single superpowered character so far. Captain America had to be bombarded by "Vita-Rays" and low doses of other forms of radiation for the Super Serum to stick. Iron Man uses low levels of iridium and palladium to power the arc reactor early versions of his suit, and from the Mark V and on, he uses a synthetic element which clearly invokes Power Glows. In The Avengers, Bruce Banner is brought on board to find the gamma radiation signature that the Tesseract gives off, and he later mentions that Loki's scepter runs on the same energy. Thor's hammer Mjolnir (and presumably the Thunder God himself) radiates low levels of electromagnetic radiation. And finally, the Hulk and the Abomination are creations of gamma radiation.
Imported Alien Phlebotinum: The Tesseract, a piece of Asgard tech lost on Earth, appears to be the basis for the Arc Reactor that Howard Stark invented and that Tony Stark perfected. There's a startling number of parallels between them: the light patterns of the big Arc Reactor resembles the kind created by the Tesseract, for example, and an unstable Arc Reactor shoots off a column of light similar to what is created by the Bifrost. Notes on the Tesseract are found in Howard Stark's journals, and his films indicate that he made a scientific discovery that the technology of his time literally could not handle. In The Avengers, the circular segment of the device used to generate the portal to allow the Chitauri to reach Earth looks much like an Arc Reactor, and again generates a large column of light shooting into the sky. Thor's lightning is also absorbed by the Arc Reactor, giving Tony's suit a brief 475% energy boost.
A major part of the conflict in the Avengers' team will stem from Steve Rogers' "outdated and irrelevant" idealism clashing head on with Tony Stark's hedonistic and materialistic cynicism. Ironic, considering how Steve and Howard (Tony's father) got-along quite well in World War II. (At one point in The Avengers, Steve says that Tony "isn't the man his father was" to Tony's face. It doesn't go over well.)
Secret Identity: Black Widow and, to a certain extent, Bruce Banner are the only heroes who have them.
Tony Stark had one for a few hours.
Played with in regards to Thor whose friends made an attempt at disguising him as a Dr. Donald Blake in order to fool SHIELD agents. It didn't work.
Smug Snake: Loki straddles the line between this and Magnificent Bastard. While he's far from incompetant, he is nowhere near as good as he thinks he is and ultimately, his arrogance is what leads to his downfall
Spy Catsuit: Black Widow and Maria Hill; probably goes for all the female SHIELD agents. Hawkeye seems to have a variation of one as well. All of the bridge crew of the helicarrier also wear them.
The Stinger: Most of the movies have had one, so far. The Incredible Hulk and Captain America: The First Avenger are exceptions. One was originally planned for the Hulk's movie (The Tony Stark scene) but was edited into the film proper. Captain America's stinger was more like a teaser trailer for the Avengers movie.
Super Soldier: About half of the superhuman origins in this 'verse have their roots in trying to engineer these; most obviously Captain America but also Iron Monger, Hulk, Abomination, and Red Skull. Most of the rest are tied to Asgardian tech, specifically the Tesseract (see Imported Alien Phlebotinum above).
Type 0: Agent Coulson, Thunderbolt Ross, Howard Stark, Tony Stark
Type 1: Black Widow, Hawkeye, Thor (human), Nick Fury, Maria Hill, the Howling Commandos, SSR soldiers, Emil Blonsky (pre serum)
Type 2: Captain America, Red Skull, Emil Blonsky (after serum), anyone armed with HYDRA weaponry, Whiplash (first suit)
Type 3: Most Asgardians, Loki (during Thor), Frost Giants, Chitauri soldiers
Type 4: Iron Man, War Machine, Obadiah Stane (Iron Monger suit), Whiplash (second suit), Hammeroids, Hulk, the Abomination, Thor, Odin, Loki (during The Avengers), the Destroyer, the Tesseract (so far), Heimdall, Leviathans
Type 5: the Bifrost
This Is Gonna Suck: Numerous scenes throughout the movies, but the biggest by far being the post credit scene for Thor.
Thou Shalt Not Kill: Largely averted. While the various heroes portrayed to date have different rules of engagement, none of them follow the classic super hero idea of never ever using deadly force, nor are they portrayed as being unheroic for doing so.
Iron Man is perfectly willing to incinerate terrorists with flamethrowers, blow them away with rockets, put smart bullets between their eyes, pulp them with repulsors, or even just his armored hands. He makes the best weapons on Earth, and you'd better remember that.
Thor, on the other hand, has to be pressed pretty firmly for him to use lethal force; though he'll lay the smack down on Frost Giants like it was going out of style, not a single one of Coulson's security team in New Mexico was hurt bad enough to require medical attention - though the way he made "some of the most highly trained professionals in the world look like a bunch of minimum-wage mall cops" just freaks out everyone present even more.
Captain America blows up Nazis real good. He'll drop that to save a buddy, though.
Oddly enough, the Hulk so far is the only hero who restrained himself from using lethal force against a clearly evil opponent - he spared Blonsky at Betty's plea. It's a Long List, but he's made a greasy smear out of everyone else who's crossed him, and it's sheer dumb luck that his body count is so low. Yeah, you'd better "Leave Hulk Alone."
Well, dumb luck and the fact that very few people want to get too close to Hulk.
The Verse: The MCU is designated Earth-199999 in the overall Marvel Multiverse.
Wham Line: The Stinger from Iron Man. Whilst there had been talk of Marvel wanting to make an Avengers movie at some point, this was the moment that it became a reality.
And the second big Wham Line of the MCU; not so much for what's being said as who it's said to:
The Other: To challenge them is to court death... [cue Thanos]
Where Does He Get All Those Wonderful Toys?: Averted. Everyone with gadgets has a good explanation for where they got them. More often than not, these weapons are built by a member of the Stark family or designed by SHIELD.
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