Have you watched Captain America: The Winter Soldier yet? Well you should! If you have, you know how extensive the digital effects are in the film. To get an idea of what does into some of those shots, watch this breakdown talking about an important scene featuring a Helicarrier. Mild SPOILER.
If you like learning about the process of incorporating visual effects into film you should absolutely check out the FXguide podcast featuring Mike Seymour.
ILM is one of the best VFX studios in the business and it certainly shows in all of the Marvel films.