I can see how you might interpret the movies as conservative, and I actually agree with you on TDKR and some of The Avengers. The Hunger Games not so much, but I haven't seen the film, only read the books. Its interesting that two films so popular with conservative audiences (and amazing films no matter your political bent) come from a notoriously liberal industry.
While the movie does present Cap America as a tad more conservative, the comic character has stood up the the US Gov. on several occasions, and generally for liberal reasons. As for Tony Stark, I don't really think he represents conservatives values