Marvel has definitely done something that no movie company (Warner Bros., Fox, Sony, etc.) has ever dreamed of doing. They have created a shared cinematic universe, aptly named the MCU for short, in which all the heroes live within the same universe and eventually team up together.
This has worked well with their phase 1 set of films (which include Iron Man, Incredible Hulk, Iron Man 2, Thor, Captain America: the First Avenger, and the first Avengers film), especially since the Avengers became the third highest grossing film of all time in 2012. Phase 2 will be including the likes of Iron Man 3, Thor: the Dark World, Captain America: the Winter Soldier, Guardians of the Galaxy, and the second Avengers film, and each film is expected to do as well as the last.
Iron Man 3 is currently doing very well and is the second highest grossing film of the Marvel films currently, despite a few complainers about the third film's "plot twist" (which in my opinion was a shocking surprise in a good way, which in return works for a movie trying something different).
Now we are unsure to what will happen in the next planned movies in the MCU, but many fans and geeks (like us) have been continuously guessing and coming up with pretty good ideas to where the universe can go with it's phases. For those who don't know, Marvel currently has three phases planned which means there will be three Avengers movies. From what we can only speculate by what Kevin Feige, Joss Whedon, and the directors of the solo films tell us, how could, and probably should, the Marvel movies proceed to move?