Quick recap of the "timeline" according to above link:
Prologue for "Thor" (ancient history)
Captain America (1930s/1940s)
(Banner Hulk Experiment/TIH "prologue" credit montage.)
Events in Iron Man 2, The Incredible Hulk, and Thor largely overlap. Thor is perhaps the "latest" series but most of these movies seem to happen at the same time in the spring of "2010."
Iron Man 2's events end first, then Thor's then TIH. (Though the final TIH "sting" event happens after Thor's ending and before the "present day" events of CA.)