No consequences in the MCU...

Tony being captured and held captive by people with weapons from his own company.

Bruce having to deal with the effects of experimenting on himself.

Captain America dying permanently after crashing that plane in the arctic.

Thor being banished for his arrogance until he learns what it is to be a responsible ruler.

The Avengers failing to put their ego's to one side leading to Loki getting everything he needed to start a war.

Tony being so gosh darn charming in his days of being a scumbag that people like Killian idolise his worst qualities.

Wanda choosing to save everyone on the ground leading to the Sokovia accords and and Tony and Steve's deteriorating relationship.

That's all I can think of right now. Obviously every film ever made (even terrible ones) has consequences within the story. I just thought it would be nice if we could point them out here. Personally I don't think death really counts as a consequence, but I'm sure that's just me.