Yes and no. All films made under the Marvel Studios banner (i.e., Iron Man, The Incredible Hulk, Thor and Captain America) are all set in the same universe, with the characters crossing over, culminating in The Avengers (2012) movie which will tie these films together. Marvel also owns Punisher and Blade, and most recently acquired Daredevil, Ghost Rider, and Spider-Man. But Daredevil (2003), Punisher (2004), Punisher: War Zone (2008), Blade (1998), Blade II (2002), Blade: Trinity (2004), Ghost Rider (2007) and Ghost Rider: Spirit of Vengeance (2011) are all not in the Marvel Cinematic Universe. Also, because Marvel acquired the rights to use Spider-Man in February of 2015, none of the Spider-Man movies up to that point are in the MCU. Other Marvel-based films owned by other studios are NOT set in the Marvel Cinematic Universe, due to differing ownership. This includes the X-Men and Fantastic Four, franchises which are both owned by Fox.