It's no surprise that each member of the Avengers Squad train extremely hard to get that look for that particular character. Whether in real life or in the comics it can be inspiring to see a realistic view of how each character uses their training that is congruent to their personality and physicality.
For instance, if you were to look at the Hulk, he's not the type to train on barbells, dumbbells but by taking Odd Object training to the extreme by lifting boulders, large stone pillars, tanks, cars, and extremely heavy chains. It's no wonder he has to customize his stature to physical training, in order to even become a beast close to that you need to lift heavy stuff that isn't traditional.
When you think of Thor, in the comics what strikes you the most? Is it his waving of Mjolnir, his overbearing presence with the helmet and the outfit, or is it his physique? I'm more geared towards that commanding physique, that makes Arnold Schwarzenegger in his heyday look small, because with a physique like that you need to have some serious strength and power behind it. Compared to the Hulk, Thor is more agile and coordinated than the beastly green brute but also has a more realistic build as well. Yeah you don't want to really look like a roided freak unless you're a boobybuilder like Ronnie Coleman or Jay Cutler, hell, even Phil Heath; but in the end, Thor has the build that is meant for that character: strong, towering, fast, agile and a hell of a man for an Asgardian. His lifting may not be lifting cars or tanks like the Hulk, but for Thor, I would imagine his build is based on simple weight lifting with an extreme view on poundages like heavy presses, squats, deadlifts, carrying boulders, using thick woodland tree bodies as punching bags, and his hammer for smashing for shoulder, arm and grip strength.
When it comes to the boy scout, Captain America, he's a little old school for the modern era. You see, in his time there weren't thousands of gyms, health clubs, the chrome and fern celery stick fitness houses, or any of that stuff. There were, however, gyms around various parts of the country usually in the big cities like Los Angeles, New York, Philadelphia, Detroit, Chicago and others where you had athletes who trained in Boxing, Wrestling, (Oly)Weightlifting, Gymnastics and Strongman. The good 'ole Captain had a much easier outlook from a fitness standpoint where he would focus on very little while making a greater progress because he comes off as a guy who has some MMA styles like Boxing, Judo, Wrestling and some Kung Fu (as you have seen in Winter Solider). He is a simpler individual from an earlier generation where if you wanted to fight, you went to a boxing gym or a YMCA for wrestling, if you wanted to lift weights, you went to gyms that had mostly dust, barbells and dumbbells from every corner in the joint (since machines were extremely rare then) and you had to be tough in certain areas otherwise they'd know you're not really in it. Even though his skills have improved since The First Avenger and Marvel's The Avengers, it's still safe to say he lives and breaths an old school lifestyle with a touch of simple training that is not only still effective today but is still used by some trainers and athletes around the world.
Iron Man, Tony Stark
Onto the man of a thousand works of technological art and weaponry, but more notably known for the suit that everyone and their grandfather wants, is Tony Stark a.k.a. Iron Man. When Robert Downey Jr. was training for the role, he went on a serious regiment of Yoga, Win Chun and various muscle building methods to get the look of Tony Stark. Without question with all those zillions of dollars that character has, he could have chosen to put in tons of workout machines and gadgets, but ironically he lives his fitness life a little simpler than that. For a guy who practically has "no time" for gym work, he has worked up a pretty decent build that isn't jacked full of muscle and has 24 inch pythons for quads that would make a large bodybuilder blush. He looks the most athletically realistic next to his fellow Avengers. Yoga is a physical form of meditation (most of that fitness genre is) where you hold certain postures and utilize coordinated deep breathing and muscle control but it doesn't require a lot of strength, 10 year olds can do Yoga, it's that simple, depending on the level you're shooting for. There are higher levels of Yoga that do require quite a bit of strength to hold certain postures like Hand Balancing, Bridges, One-legged postures, three limb holds and even moving from one form to the other. Whether Stark does this or not it doesn't matter, but if he really wanted to get the best out of his Yoga and stay in that good of shape for many more years, he's better off doing DDP Yoga formed by 3-time WCW Champion and short-stinted WWE Wrestler Diamond Dallas Page. That would be the perfect system for someone like Tony Stark who can get every muscle worked while gaining flexibility and strength in 20-30 min. period. Stark is a bit like Bruce Wayne, he works more than the average man can withstand, always on the move and for his alter-EGO, has gadgets up the yin yang while trying to save the world, so in order to get the best out of your fitness, you can't be training 4 hours a day 7 days a week and expect to fully function when you flip the superhero switch. You need a workout that is short, intensely focused and gets what you want done within a sustainable period of time which is roughly 20-40 mins.
Regardless of your fitness program, do something that is geared towards your personality and physical structure and make it work for you. It would be a bit off if you're a 130 lb. twig trying to deadlift a thousand pounds, its inspiring but it takes more than what you weigh and the size of your built. You need to practice certain things in order to achieve the strength you want. Strength is a skill. It's good to have an overall base at what you do. Lift weight, lift your own body, do gymnastics, wrestle, do Yoga, carry heavy objects, but keep your objective at bay and progress within your own limits. It's not expected you'll be lifting 200 pounds of stone if you never lifted a day in your life, it takes time. I look at exercise from a certain perspective that is not traditional or mainstream and I look to certain characters and stories for inspiration. This happens to be one of them.