Nick Fury has proven himself worthy of Steve Rogers trust, in spite of all of Captain America's doubts about the Director of S.H.I.E.L.D. Fury has also undergone the metamorphosis of "death," undergoing his apparent death to the world and coming out the other side stronger, and more self-aware. The journey of a hero is never done until he or she is welcomed to Valhalla by their peers.
Despite her innate cynicism, Natasha Romanov in Captain America: The Winter Soldier, has proven she is willing to give up everything in the name of a higher calling: the love and trust of her friends; and of an ideal, S.H.I.E.L.D., as the last line of defense of the world's freedoms from those who no single government can oppose, like Hydra or Loki. If this includes the loss of her freedom, and perhaps her life, it is a price that she is willing to pay.
Finally, we have S.H.I.E.L.D. Agent Phil Coulson, who may be the greatest accidental creation in movie/TV history. His greatness does not arise from powers or abilities or position, but solely from the man himself. Clark Gregg, the actor who plays Coulson, took a walk-on part in the first Iron Man movie, and has made himself as important and integral in the whole Marvel's The Avengers movie universe as any of the so-called "super-heroes." He is everyman, become Zarathustra through his integrity; his compassion; his attention to his duty as an Agent of S.H.I.E.L.D., which he sees as more than simply obeying orders; and above all else, his humanity, the manifestation of his love for his fellow humans through his actions. In Marvel's The Avengers, he gave his life for that ideal. By arcane, cutting-edge technology--as well as popular demand--he is returned to the land of the living. The popular demand led to the creation of a TV show for the character, Marvel's Agents of S.H.I.E.L.D. When S.H.I.E.L.D. is discovered to have been infiltrated by Hydra, it is Coulson who, against orders by highest authority to terminate S.H.I.E.L.D. and its activities, takes out a man he thought was his best friend, but was actually the Supreme Hydra, as well as imprisoning a traitor on his own S.H.I.E.L.D. Team. It is for this reason--among others--that Nick Fury, on the Season Finale of Marvel's Agents of S.H.I.E.L.D. TV show, gives Phil Coulson the job of recreating, rebuilding, and re-tasking S.H.I.E.L.D.. Nick Fury knows there is no one else that he can trust to do the job right, including Nick Fury.
Whether they realize it or not, Joss Wheedon and the rest of the creative staff at Marvel Studios have realized the best version of Nietzsche's Zarathustra, one where his Will to Power is the Power of Love for the good guys, and the Power of Selfishness for the bad guys. The conflict is, to borrow the title of one of Nietzsche books, Beyond Good and Evil. They have begun to establish, on screen, the creation and growth of true "super-heroes," raising the characters to the status of holistic Supermen and Superwomen. It is a mythology for the modern age, a higher truth wrapped in science fantasy, to teach our young people as well as ourselves the most important values and virtues for the twenty-first century.
One of the most important values that is being taught by these "super-heroes" was first imagined by Stan Lee and Steve Ditko fifty years ago, in the pages of The Amazing Spider-Man, It is as true today as it was then:
"With great power comes great responsibility."
I think Nietzsche would agree.