http://www.hollywoodreporter.com/news/captain-america-keep-us-title-207939
Though it is common for American blockbusters to feature less
US-focused titles in foreign markets, Paramount largely decided against
the alterations for Captain America, and instead gave foreign countries the choice of two titles, Captain America: The First Avenger or The First Avenger.
Interestingly, most international distributors believed the franchise
name was so identifiable that not using "Captain America" in the title
could risk losing ticket sales.