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Iron Man (2008)
Billionaire industrialist Tony Stark builds himself a suit of armor after he is taken captive by a terrorist organization. Free from his captors, he decides to upgrade and don his armor in order to hunt down weapons that were sold under the table.

In April 2006, Marvel hired Jon Favreau to direct Iron Man, with the writing teams of Art Marcum and Matt Holloway and Mark Fergus and Hawk Ostby writing competing scripts. Favreau consolidated both into one script, which was then polished by John August. Robert Downey, Jr. was cast in the title role in September 2006, after growing out a goatee and working out to convince the filmmakers he was right for the part. Principal photography began on March 12, 2007, with the first few weeks spent on Stark's captivity in Afghanistan, which was filmed in Inyo County, California. Production also occurred on the former Hughes Company soundstages in Playa Vista, Los Angeles, California, with additional filming at Edwards Air Force Base and Caesars Palace in Las Vegas, Nevada. Iron Man premiered at the Greater Union theater in George Street, Sydney, on April 14, 2008, and was released internationally on April 30, and in the United States on May 2.

The film ends with a post-credits scene featuring Samuel L. Jackson as Nick Fury, who approaches Stark regarding the "Avenger Initiative". Favreau said that he included the scene as "a little tip of the hat for the fans...a way to sort of tee up The Avengers." Jackson was only on set for a day, with a skeleton crew to avoid the news of his cameo leaking. Captain America's shield is also visible in the background of a scene; it was added by an ILM artist as a joke, and Favreau decided to leave it in the film.

The Incredible Hulk (2008)
After being exposed to gamma radiation that causes him to transform into the monstrous Hulk, scientist Bruce Banner goes on the run and isolates himself from his love, Betty Ross. Hunted by the military, Banner seeks to cure himself and prevent his condition from being weaponized.

In January 2006, Marvel reclaimed the film rights for the Hulk character from Universal Pictures after Universal failed to meet a deadline to develop a sequel to director Ang Lee's 2003 film Hulk. Universal retained distribution rights for future Hulk films. Instead of moving forward with a sequel, Marvel hired Louis Leterrier to direct The Incredible Hulk, a reboot. Leterrier initially turned down the job out of respect for Lee, but later reconsidered and signed on. The script was written by Zak Penn, who drafted a treatment for the 2003 film. In April 2006, Edward Norton entered negotiations to portray Bruce Banner and rewrite Penn's script, although Penn received sole credit for the screenplay. Production began on July 9, 2007 and filming primarily took place in Toronto, with additional filming in New York City and Rio de Janeiro. The film premiered at the Gibson Amphitheatre on June 8, 2008, and was released on June 13.

The film takes place simultaneously with the events of Iron Man 2 and Thor, the former of which is set six months after the events of Iron Man. Downey briefly reprised his role from Iron Man as Tony Stark in a cameo appearance at the end of the film. Downey said that the filmmakers "were just cross-pollinating our superheroes. It happens to be a scene where I basically approach [actor William Hurt's character General Ross], and we may be considering going into some sort of limited partnership together. The great thing is he—and I don't want to give too much away—but he's in disrepair at the time I find him. It was really fun seeing him play this really powerful character who's half in the bag." In addition, Captain America is briefly seen frozen in ice in an alternate opening of the film, included in the DVD release.

Iron Man 2 (2010)
After Tony Stark reveals himself to be Iron Man, the U.S. government demands he hand over his technology. Meanwhile, a rival industrialist and a Russian scientist conspire to use his own technology against him.

Immediately following the successful release of Iron Man in May 2008, Marvel Studios announced it was developing a sequel, Iron Man 2. Favreau returned as director and Justin Theroux was hired to write the screenplay, which would be based on an original story by Favreau and Downey. In October 2008, Downey signed a new four-picture deal, that retroactively included the first film, to reprise his role and Don Cheadle was hired to replace Terrence Howard as James Rhodes. Jackson signed on to reprise his role as Nick Fury from the Iron Man post-credits sequence in up to nine films, and Scarlett Johansson was cast as the Black Widow, as part of a multi-film commitment. Principal photography began April 6, 2009, at the Pasadena Masonic Temple in Pasadena, California. The majority of filming took place at Raleigh Studios in Manhattan Beach, California. Other locations included Edwards Air Force Base, Monaco, and the Sepulveda Dam. Iron Man 2 premiered at the El Capitan Theatre in Los Angeles, California on April 26, 2010, and was released internationally between April 28 and May 7 before releasing in the United States on May 7.

The film is set six months after the events of Iron Man, and takes place simultaneously with the events of The Incredible Hulk and Thor. The filmmakers continued to refer to other Marvel films by again including Captain America's shield. Favreau explained, "We introduced Captain America's shield briefly in one shot in the last film. So now it really was in his room, so we had to figure out how to deal with the reality that the shield was in his workshop." A scene toward the end of Iron Man 2 in a S.H.I.E.L.D. safe house contains several Easter eggs, ranging from footage from The Incredible Hulk displayed on a monitor to pointers on a map indicating several locales related to other Marvel films, including one pointing toward a region of Africa in reference to the Black Panther. A young Peter Parker appears as the child wearing an Iron Man mask whom Stark saves from a drone; the appearance was confirmed in June 2017 by Spider-Man actor Tom Holland, Kevin Feige and Spider-Man: Homecoming director Jon Watts. The film's post-credits scene showed the discovery of Thor's hammer in a crater.

Thor (2011)
Thor, crown prince of Asgard, is banished to Earth and stripped of his powers after he reignites a dormant war. As his brother, Loki, plots to take the throne for himself, Thor must prove himself worthy and reclaim his hammer Mjölnir.

Mark Protosevich was hired to develop a script for Thor in April 2006, after the rights were acquired from Sony Pictures. In August 2007 Marvel hired Matthew Vaughn to direct the film, however he exited the project in May 2008. In September 2008, Kenneth Branagh entered into negotiations to replace Vaughn. In May 2009, Chris Hemsworth was in negotiations to portray the titular character, and Tom Hiddleston was set to play his brother, Loki. Both actors were contracted to star in several films. Marvel hired the writing team of Ashley Edward Miller and Zack Stentz to write a new script for the film, which was then rewritten by Don Payne. Production began on January 11, 2010 in Los Angeles, California, before moving to Galisteo, New Mexico in March. Thor had its world premiere on April 17, 2011 at the Event Cinemas theatre in George Street, Sydney and a U.S. premiere on May 2 at the El Capitan Theatre in Los Angeles, California. The film was released internationally from April 21 to 30, and on May 6 in the United States.

The film takes place simultaneously with the events of The Incredible Hulk and Iron Man 2, the latter of which is set six months after the events of Iron Man. Clark Gregg, who appeared in Iron Man and Iron Man 2 as S.H.I.E.L.D. agent Phil Coulson, reprised the role in Thor. About his role in Thor he stated, "Agent Coulson was one of the guys who wasn't really in the comic books, and he [had] a very kind of small role in Iron Man. And I was just very lucky that they chose to expand that character and [chose] to put him more into the universe of it." After signing on to appear as Clint Barton / Hawkeye in The Avengers, Jeremy Renner made a cameo appearance as the character during a scene in Thor. Branagh said that they "were always going to have a guy in a basket above the action where Thor breaks in the S.H.I.E.L.D. camp", and that he was thrilled when the producers told him they wanted to use Renner's Hawkeye for that role. The film ends with a post-credits scene featuring Loki, watching as Erik Selvig and Nick Fury discuss the Tesseract. The scene was directed by Joss Whedon, who directed The Avengers. Stellan Skarsgård, who played Selvig, said the scene was not included when he first read the screenplay for Thor, and that he was sent pages for the scene after agreeing to appear in The Avengers.

Captain America: The First Avenger (2011)
In 1942, Steve Rogers is deemed physically unfit to enlist in the U.S. Army and fight the German Reich in World War II. Recruited for a secret military operation, he is physically transformed into a super-soldier dubbed Captain America and must battle the Red Skull, head of a Nazi science division known as Hydra.

In April 2006, Marvel hired David Self to write the script for a Captain America film. Joe Johnston signed on to direct in November 2008, and Christopher Markus & Stephen McFeely were hired to rewrite the script. In March 2010, Chris Evans was cast as Captain America and Hugo Weaving was cast as the Red Skull. Production began on June 28, 2010 in the United Kingdom, with locations in London, Caerwent, Manchester and Liverpool. The film premiered on July 19, 2011, at the El Capitan Theatre in Los Angeles, California, and was released in the United States on July 22, and in international markets starting July 27.

The Tesseract from the Thor post-credits scene appears as a MacGuffin in Captain America: The First Avenger. In the film, Dominic Cooper portrays a young Howard Stark, the father of Tony Stark, who hosts an early version of the Stark Expo, the fair Tony hosts in Iron Man 2. The final scene of the film includes a brief appearance by Jackson's Nick Fury followed by a teaser trailer for Marvel's The Avengers after the credits.

Marvel's The Avengers (2012)
Nick Fury, the director of S.H.I.E.L.D., gathers the superheroes Iron Man, Thor, Captain America, the Hulk, Black Widow and Hawkeye to fight Thor's brother Loki, who plots to subjugate the Earth.

Zak Penn, who wrote The Incredible Hulk, was hired to write a script for The Avengers in June 2007. In April 2010, Joss Whedon closed a deal to direct the film, and to rework Penn's script. Marvel announced that Edward Norton would not be reprising the role of Bruce Banner / Hulk, and in July 2010, Mark Ruffalo was cast in his place. Downey, Evans, Hemsworth, Johansson, Renner, Hiddleston and Jackson reprised their respective roles from previous films. Principal photography began in April 2011 in Albuquerque, New Mexico, before moving to Cleveland, Ohio in August, and New York City in September. The premiere was held on April 11, 2012 at the El Capitan Theatre in Los Angeles, California, and the film was released in the United States on May 4.

Gwyneth Paltrow, who portrayed Pepper Potts in Iron Man and Iron Man 2, was included in the film at Downey's insistence. Prior to this, Whedon had not intended the film to include supporting characters from the heroes' individual films, commenting, "You need to separate the characters from their support systems in order to create the isolation you need for a team." Avi Arad said that Sony Pictures and Disney discussed incorporating the OsCorp Tower from The Amazing Spider-Man into the climax of The Avengers, but Feige said that "the deal was never close to happening." The supervillain Thanos appears in a mid-credits scene, portrayed by Damion Poitier.