It's not a bad short, but it had the potential to be much better.

For the first half of the short, you did a good job getting the plate walls to look good. That, and the scattered details like the bars and barrels, kept it from feeling like the typical "I'm too lazy to build real walls, so I'll just prop up these plates." In fact, you did a pretty good job of using those plates to create interesting walls....But that began to break down later when you showed the walls from other angles and revealed how thin and short they really were. Also, in that last sequence you switched to baseplates, and very short brick walls, it started to get into the "No bricks/lazy" category. The first method, when used correctly, looks just fine, but because of the haphazard construction later on, I wasn't sure what the building was supposed to be, and why somebody would be a safe in it.

Perhaps playing off of the "Looking for legendary, and powerful artifacts" angle from the movie would have been a  good idea. (Yes, Captain America, not Indiana Jones.) And having them dig up an old safe with the jewels inside would have worked better. It also would have fit in better with the ruined terrain.

Captain America is separate from lot of the popular heroes in that he doesn't mind using a gun. Problem is, this is usually taken a bit too far. He tends to knock people around more than slicing them open with his shield. And yes, I prefer no blood at all, but that shot still seemed a bit out of character.

Some final thoughts are:
Captain seems to lean back a tad bit too far in that very first walking sequence.
The leader guy's voice is not threatening, and not very emotional.
The bad guys take forever to attack, leading to several stop-and-go scenes giving it an uneven pace.
The shield noises/humming. It realistically wouldn't make near that much noise when slowly being turned, and would sound like that only when thrown. (If then)
"You die here solider."-It was not only threatening, but simply sounded so much better than any other line in the short. You applied the blood onto the frame, but didn't track it with the shaky cam. This lead to the blood moving around when it shouldn't have.
Many of the shots don't leave much headroom, or even cut off people's heads. It's best to leave so room on top, so tilting your camera up just a touch should fix that.
The mis-matched uniforms kept viewers from figuring out just who these people are.
Is that a Megablocks safe?

The animation is nice, not quite perfect, but certainly your best yet.
And truthfully, that same can be said of the short in general.
Keep at it, and you'll just continue to improve.