ILM have put together an awesome behind the scenes featurette for The Avengers.
Behind the Magic: The VFX of Captain America: The Winter Soldier
Industrial Light & Magic go behind the magic on the VFX for Captain America: The Winter Soldier.
Behind the Magic: Building a Digital New York for The Avengers
ILM go into more detail on how they recreated New York for The Avengers.
Scott Farrar on Rendering Transformers
ILM visual effects supervisor Scott Farrar gives some insight into how the robots were rendered in the Transformers film.