Captain America: The First Avenger (2011)

In 1942, Hydra leader Johann Schmidt takes the Tesseract from a church in occupied Norway. In Brooklyn, frail Steve Rogers is turned down by the Army again and again until Dr. Erskine offers him a place in an experimental program. The serum works, but a Hydra spy kills Erskine and the formula is lost, leaving Rogers as the only super soldier.

The Army first uses him as a stage mascot called Captain America to sell war bonds. Everything changes when he learns that his friend Bucky Barnes and other soldiers have been captured. Rogers goes behind enemy lines and frees them, then forms a team, the Howling Commandos, to raid Hydra bases one by one. Schmidt, who has revealed his Red Skull face, plans to use the Tesseract's power to attack major cities.

During a mission, Bucky falls from a train and is believed dead. Rogers and the Commandos reach Schmidt's last base, and Rogers boards the giant bomber that is meant to hit the United States. Schmidt grabs the Tesseract, its energy consumes him, and he vanishes. Rogers cannot safely land the plane, so he crashes it into the Arctic and says goodbye to Peggy by radio.

Decades later he wakes in a room that looks like the 1940s, realizes it is a setup, and runs out into modern Times Square. There he meets Nick Fury, who tells him he has been frozen for almost 70 years.

The ending explained in one line: Steve Rogers crashes the Hydra bomber into the Arctic to protect American cities, and he wakes up almost 70 years later in a world that has moved on without him. He cannot safely land the plane, and Schmidt has already been consumed by the Tesseract, so crashing the bomber is how Rogers stops it. His radio goodbye to Peggy Carter is the cost of that choice, because he gives up his time and the people he knew.

The fake 1940s room sets up the wake-up scene. When Rogers realizes the setup and runs into Times Square, Nick Fury is waiting, and the film hands its hero from a war story to a larger one.

Three threads carry forward. First, the Tesseract that swallows Schmidt is back in play in The Avengers (2012), where Loki makes a deal to deliver it. Second, Captain America: The Winter Soldier picks up two years after the Battle of New York with Rogers working for S.H.I.E.L.D. in Washington, D.C. and still adjusting to the modern world. Third, Bucky, believed dead after the train fall, is billed as Bucky Barnes / Winter Soldier in that later film, and he returns again in Captain America: Civil War.

In my opinion, choosing a quiet loss over a victory parade is what lifts this ending above the usual hero finale. It could be argued that the film earns it by spending its second half on the friendships it then takes away, and perhaps that is why the waking scene still lands when you rewatch it.

Captain America: The First Avenger has one post credit scene, in which Nick Fury walks up to Rogers and offers him a mission with worldwide consequences. A teaser for The Avengers also played after the credits.

In practice, this is the handshake between the standalone origin films and the team-up. Rogers has just woken in a changed century, and Fury's offer gives him a reason to stay in it. The Avengers (2012) is where that offer pays off, and it arrives next in release order, as the sixth film after this fifth one. If you are heading into the next big crossover, Avengers: Doomsday is set for December 18, 2026 in US theaters.