Iron Man 3 starts off phase 2 of the Marvel Cinematic Universe which deals with Tony Stark stopping at nothing when the Mandarin destroys his person life.
Thor: The Dark World sees our favorite god of Thunder stop at no costs to protect Jane Foster from the denizens of the dark world Svartalfheim, at the same time the Aether appears, a mysterious weapon.
Captain America: The Winter Soldier deals with Captain America struggling with adapting to the modern world. With the help of Natasha Romanoff and Sam Wilson, Steve Rogers brings down Hydra and tires to save Bucky Barnes.
Guardians of the Galaxy sees Peter Quill, Gamora, Groot, Rocket Raccoon and Drax try and take down Ronan, leader of the Kree, whom seeks to find a weapon that could potentially destroy the entire galaxy.
Avengers: Age of Ultron follows the avengers trying to take down the advanced A.I Tony built in order to protect the universe.. Ultron didn't exactly go as planned. Ultron turns against the avengers and seeks to end all pain and make the world better.
Ant-man introduces Scott Lang who now has the ability to shrink in scale and have increase in strength due to the suit made by Hank Pynn. Scott must now protect the suits powers from falling in the wrong hands.