I was exploring around a bit online, and I found a font that greatly resembled the font for the Thor and Captain America film logos. They are called, Roman SD, and Stahlbetontraeger, respectively and is strikingly similar to the actual logos
Here are the film logos:
Now, here's one I made, using the Roman SD and Stahlbetontraeger fonts, with the same phrases.
As you can see, although there are some small differences, overall, it's almost identical.
You can find the fonts at DaFont.com, and don't worry: It's completely safe and free to download.
Links to fonts:
http://www.dafont.com/stahlbetontraeger.font
http://www.dafont.com/roman-sd.font
UPDATED WHEN NEEDED