Originally Posted by Mr. Dent
Like others have said, SHIELD is just Cap's supporting cast. In a sense, yes, it's the closest to the Avengers because it's going to be more of a team-up film than either Thor or Iron Man due to the nature of Cap being apart of SHIELD, but that does not mean it will be similar in look and style to the Avengers. Considering this is going to be a political thriller with assassins and the mercenaries at the center of it, I'd say it might be the least similar film to the Avengers in terms of style and look in phase 2.
Also, as far as I can tell, it will be the least connected to what happened in the Avengers as well. Both Thor and Iron Man pick up directly where Avengers left off and the premise for the characters' states are pretty heavily based on it, while with Cap 2 you could really just say it's picking up where Cap 1 left off.
I wouldn't be too quick to jump to that conclusion. Since both IM3 and TDW are directly "fed" by the end of Avengers, there's probably a good chance that CATWS will be as well. Avengers represents a crisis point in human history, maybe even an advance in human evolution. It's reasonable to assume that echoes from "Avengers Assemble" and the Battle of NYC will continue to resonate in all the Phase II movies.