http://biz.yahoo.com/bw/080505/20080505005656.html?.v=1
Marvel today updated its feature film slate strategy and plans for the next three years, locking in key release windows for its character franchises. In order to focus its attention on maximizing the success of an Iron Man sequel and the launch of Thor in the summer of 2010 and because Marvel believes that the summer is the optimal time to launch a new property, the Company will not release a self produced film in 2009. Marvel plans to launch its 2010 film slate with the release of the sequel, Iron Man 2, on April 30, 2010, followed by the launch of Thor on June 4, 2010. Additionally, Marvel is planting its feature film stakes for summer 2011 with an Avengers-themed summer – a two-picture project which will debut on May 6, 2011 with The First Avenger: Captain America (working title), followed by The Avengers in July 2011.
Short version:
Iron Man 2 - April 30, 2010
Thor - June 4, 2010
Captain America - May 6, 2011
The Avengers - July 2011


Edit: On a side note, the guy attached to direct Thor is Matthew Vaughn, the same guy who did Stardust.