I honestly can't remember the difference between any story lines in Thor, The Avengers, Iron Man or any other comic book superhero movies I've seen (was Loki in Thor? i can't remember). And I honestly don't know if I've ever seen the first Captain America movie at all. But Captain America: Winter Soldier was different. It had an interesting story, even if the fight scenes get tiresome pretty quickly (they're choreographed well, and at least you always know where the fighting characters are in relation to each other, but it's that same old problem with superhero fights: nothing actually harms anybody until the director decides the fight scene is over, and then suddenly one of the villans can get a broken neck or something like that).
In CA:WS, as much as it's about some point in the future, it is about America in 2014. I don't want to give away spoilers, but it's basically a movie about the choice between freedom and a false sense of security. Look, if you can only see one movie this week, you should probably make it Errol Morris's documentary, The Unknown Known, about Donald Rumsfeld. But CA:WS is telling a very similar story about powerful people who refuse to entertain the notion that what they're doing is wrong. And, while smart, topical comic books are nothing new, comic book movies have tended to be about the pile-driver sound effects accompanying each punch thrown by every superhero or super villain. And I'm just saying you could do a lot worse than to see Captain America: Winter Soldier, because it's a smart movie wrapped in almost every conceivable type of eye candy.