Apparently First Class will deal with a bit of Xavier and Magneto's origins story (First Class arose from what was originally going to be X-Men Origins: Magneto) which does involve World War II (specifically the Holocaust). As Depression Moon mentioned, though, First Class is a FOX production in association with Marvel. I would thus expect it to be the worst of the three movies.

Thor has Kenneth Brannaugh directing, which is all kinds of interesting for a super hero movie. It also has Natalie Portman in it. Oh, and Anthony Hopkins is playing Odin. Thor will also finally be bringing the supernatural into Marvel's movie universe; so far it's only been Iron Man and Hulk's pseudo-science, so it will be interesting to see how they propose to mesh all of that.

Captain America has Hugh Weaving as Red Skull. If there's anything he showed us in V for Vendetta, that man is amazing underneath a mask, so I have high expectations.

Additionally, an X-Men Origins: Wolverine II is also in development. I understand that it will be involved with the Japan cycle of Wolverine's story, which, as I understand it, is supposed to be one of the best story lines to come out of the X-Men. Not sure on the dates of that. Again, it's Fox so I'm iffy on it.

Additionally additionally, Deadpool is getting his own movie as well. Ryan Reynolds is reprising his role but has confirmed that it will be a retcon of the Deadpool we saw in Origins: Wolverine. Apparently he's a huge Deadpool fan and insisted they do it right this time around, so Deadpool will be breaking the fourth wall. As it is X-Men, this is also Fox. Regular disclaimers apply.