The "protagonist" of a story, the way the Greeks used the term anyway, was the guy who set events into motion. Thanos wants The Tesseract, The Other sends Loki [the "ally"] and The Chitauri to get the Tesseract, and it falls to Nick Fury to stop those guys from doing that. This, technically, makes Nick Fury the antagonist of The Avengers. To make this distinction seems picayune, but, in fact, this protagonist problem is why so many superhero movies suck — it is inherent in the genre that the protagonist of the narrative is the bad guy. The moment you have a main character whose job it is to run around stopping things from happening, you have a reactive protagonist, which means a weaker narrative. When you have a weaker narrative, you end up throwing all kinds of nonsense at the screen, hoping that no one will notice that you have a reactive protagonist.
This is, incidentally, why Batman barely even shows up in Christopher Nolan's Batman movies — he understood that the protagonist of his Batman movies had to be Bruce Wayne, not Batman, and that, for his narratives to succeed, the bad guys had to be reacting to the actions of Bruce Wayne, not Batman reacting to the actions of the bad guys.
Originally: toddalcott.com (Superhero stuff is complete bullshit, but Chris Nolan's films are interesting, so read this)