Avengers: Age of Ultron - Opening Battle Featurette
The opening battle of Avengers: Age of Ultron is discussed in this featurette for the film.
Thanos VFX Breakdown by Luma Pictures
Here's a VFX breakdown by Luma Pitures, showing Thanos's appearance in Guardians of the Galaxy.
Captain America: The Winter Soldier - Featurette + Extended Spot
Marvel have released a featurette and an extended spot for Captain America: The Winter Soldier.