I may be the person on the planet (living or dead) who really did not enjoy The Avengers. There are way too many reasons to list off at the moment, but feel free to message me if you want to hear them in their full, misanthropic glory. What can't be argued about though, is that director Joss Whedon was somehow able to navigate the hodgepodge of CGI nonsense to at least have the shots make sense, and not pull an Attack of the Clones on us.
The highlight of the effects in the movie (other than Hulk's pants stretching to appropriate size) was the climactic finale through the streets, buildings and air of New York City. And in the video above, the ILM magic makers describe how they were able to make it seem like all the Avengers were fighting together outside Grand Central Station when not only were none of them in New York, but sometimes none of the actors were even there. Enjoy.