Avengers movies - Marvel super hero connection.

Steve Rogers aka Captain America have 2 movies
Captain America: The First Avenger
Captain America: The Winter Soldier
Tony Stark aka Iron Man have 3 movies
Iron Man
Iron Man 2
Iron Man 3

Bruce Banner aka Hulk have 2 movies
Hulk
The Incredible Hulk

Thor the price of asgaurd have 2 movies
Thor
Thor: The Dark World

All 4 super hero plus few other like Black widow, Hawk together appeared in Avengers, again in Age of Ultron.

Other Marvel Hero Movies : - Ant Man, Guardians of galaxy

Connection forming between this movies are 6 Infinity Stones
TESSERACT (SPACE STONE) :- First appears in the movie Captain America The first Avenger, then in the avengers it was sent to asgaurd .
AETHER (REALITY STONE) :- IInd is Aether we have seen in Thor: The Dark World, At the end It was given to The Collector for safe keeping, The same collector appeared in the Guardians of the Galaxy.
ORB (POWER STONE) :- Guardians Of the Galaxy movie revolves around this IIIrd stone, And is at the end of the movie is in safe custody of NOVA Core
LOKI'S SCEPTER / VISION (MIND STONE) :- This stone appeared in both part of Avengers, First in the Loki's Scepter and then it settle to Vision's Forehead.
The Other two stones are yet to be shown in the up comming movie.