I've seen a lot of Percy Jackson and Marvel's the Avengers crossovers, and while they don't always make the most sense they are very fun to read and even more fun to write. This particular edition takes place after the war against Gaea, which unfortunately took a dark turn and left only Percy, Nico di Angelo, and Thalia Grace out of our more popular characters. The three of them have been reported by mortals all over the place, unwary of their ability to see through the mist. When S.H.I.E.L.D goes to investigate they are surprised to find an immortal huntress, a quiet pale boy in all black, and Percy Jackson, once the powerful and famous but now a broken teenager.
I don't own Marvel's the Avengers or Percy Jackson.