The new Captain America movie is out in the states today, so let's look at a Captain America fan work, shall we? I totally had this planned, and didn't just coincidentally have this one scheduled for today. Really. ...Synergy!
Steve Rogers' American Captain is a sketch comic about, as you may have gathered from the title, Steve Rogers, AKA Captain America. More specifically, it's about the version of Captain America from the Marvel Cinematic Universe, the one seen in Captain America: The First Avenger, The Avengers, and Captain America: Winter Soldier.
The comic is written in the style of any number of autobiographical sketch comics (the one I'm most familiar with beingAllan, though I know there are others out there). However, the sketch comic is being written by Steve Rogers as he comes to term with not only the twenty-first century, but also his own powers, and his crazy life. It's the story of a man living his life, and dealing with the problems that come his way, sometimes well, and sometimes… Well, sometimes he decides it's a good idea to piss off the Hulk.
The comic has been running for over a year now, having started in December 2012, and it's continuing with semi-regular updates.
Steve Rogers' American Captain shows Steve adjusting to modern day, and living his life, between the MCU movies. Don't get me wrong, I adored Captain America and The Avengers, and I'm looking very forward to seeing Winter Soldier, but The Avengers only brushed upon Steve being unstuck in time, which was fine since it was an Avengers movie, not a Captain America movie (and I suspect we'll get a lot more of that in Winter Soldier), but seeing his unique situation not played for laugh has made (most of) this my headcanon interlude between the Marvel movies.
While this comic is about Captain America, this is not the story of Captain America fighting Red Skull, this is the story of Captain America fighting fears and anxieties we all face day-to-day, and that humanizes the character in a great way.
You can't make a $170 million movie about Captain America dealing with the every day stress of life, on top of the unique stresses provided by his unusual job, and his unfortunate past. That's fine. I don't want to watch a two hour movie about that. I want to watch Captain America punch Hitler in the face. But a fan-written interlude (though I'm unclear why Thor is just… around) is the perfect place for this kind of comic to exist, and it handles the characters, and what they'd be doing between these movies so well that I absolutely love reading it.
I don't think this one is for everyone, it's dry (much like "real" autobiographical comics) and slow, but if you think what I've said here sounds interesting, you're probably the perfect type for it. I've been dancing around specifics of what happens during the comic (there is a continuity to it, so you should probably go back and read it from the start) to prevent spoiling things for you here.
You should have seen the Marvel movies through The Avengers. But, I mean, everyone saw The Avengers. If you haven't watched the Marvel movies yet, this is far from the only reason you should do so.