Captain America: Puny Steve Rogers was injected with the super-soldier formula to become the US military's secret weapon in World War II. Frozen in ice following a fall into arctic waters, Cap was thawed out years later and immediately inducted into the Avengers, where he quickly became the team's leader.
Thor: Known on Earth as the fabled Norse God of Thunder, Thor is in actuality a member of the Asgardian race, who live on another plane of existence from Earth. With the help of an enchanted hammer given him by his father, Thor can fly and control the weather, and his love of Midgard has made him its protector.