Black Panther is found in warehouse courtyard south of Fisk Tower (marked by a diamond cane on the map). He's missing his milk was stolen by some thugs, so help him take them down to complete the first mission and unlock Pepper Potts.
Head directly west from here to find Black Panther on an industrial pier, where he needs help disabling a machine. Use a combination of magnetic and hacking powers, plus Captain America's shield to disable the switches in the area. This ends the mission and unlocks Rescue.
You'll find Black Panther one last time immediately south of Queensboro Bridge. This time, he needs help finding his cat. Follow the red studs to find the cat, taking out the waves of Extremis soldiers that show up. After a few battles and chases, the cat will finally follow you back to its owner, completing the mission and unlocking Black Panther.
You'll first find Groot in the upper section of Central Park. Talk to him, and moles will appear. Take seven out in 30 seconds to complete the unspoken mission.
Groot next appears in the southern section of the Financial District. Speak to him to make more moles appear; this time, you must take out nine in 30 seconds to complete the mission.
Groot's final appearance is in Inwood, just south of the X-Mansion. This time, the moles appear on a nearby cliff face. You have 40 seconds to take out 15; Hawkeye's arrows are recommended. Do this to end the mission and unlock Groot.
You'll first find Gambit in the sandpit by the Circus in Central Park. For his first mission, he'll play a classic "follow the ball" game. Use a telekinetic character to lift the correct cup three times, and you'll complete the mission and unlock Black Bolt.
Gambit next appears in front of the X-Mansion. This time, he needs help taking out some enemies. Take them out to finish the mission.
You'll find Gambit one last time back in south Central Park. For his last mission, he needs you to find his missing card. Follow the red studs to find the card in a tree near the eastern edge of the park. Return it to end the mission and unlock Gambit.
Drax first appears near Times Square, and he's missing his old saxophone. Follow the red studs to reach a locked store, then get to the ledge above. Hack the panel here to reach the nearby lever, then pull that lever to open the shop. Grab the saxophone inside and return it to Drax to finish the mission and unlock Gamora.
Drax reappears just around the corner from his first spot. This time, he needs help stopping some hazmat-suited baddies. Take them out to finish the mission and unlock Gwen Stacy.
Drax's last appearance is atop Marvel H.Q. For his last mission, he wants you to bring a lion to his jazz concert (no, really). Head to the Circus in Central Park to grab the lion there, then head back. Ride it back to Marvel H.Q., then leap up the platforms on the neighboring building to reach the roof. Park it up there to finish the mission and unlock Drax.
Captain Britain can be found in the Financial District, by the bank, For his first mission, he needs his British car back from the East Harlem car garage. Head up there and drive it back to him to complete the assignment.
Captain Britain is next found right around the corner from his first spot. This time, he wants to challenge you in a vehicle race. Beat him through the checkpoints to win and unlock Psylocke.
Captain Britain's final appearance is by the Empire State Building. For his last mission, he wants a hand in a fight in the subway. Follow him down and take out the Hydra Agents to end the mission and unlock Captain Britain.
Blade is first found in the tunnels beneath Little Italy, and he wants to race. Grab a vehicle and pass through all the checkpoints first to win.
Blade next appears on a rooftop in the East Village. He wants a hand taking out some Frost Giants. Lend a hand to complete the mission and unlock Iron Fist.
Blade's final appearance is on a rooftop near the East Harlem car garage. He needs some cars taken out; do so to finish his last mission and unlock him.
Deadpool will not appear until you've unlocked him (this is covered in the token characters section). When you do, you'll find him on the Brooklyn Bridge. Meet him there to participate in a vehicle race. Win to end the mission.
Deadpool next appears in an alley in East Harlem. This time he needs his sword returned. Follow the red studs to find it inside a pink dumpster; return it to complete the mission.
Deadpool last appears by the tunnel in West Harlem. Help him beat up some baddies to complete his last mission and unlock the game's last character, Aunt May.