EDINBURGH, Scotland—Captain America and Superman emerged at a time of looming global conflict in the 1930s and ’40s.

Now Marvel Comics is launching a new team of superheroes representing England, Scotland, Northern Ireland and Wales. Their mission is to see if they can get along peaceably after Britain’s exit from the European Union and defeat the Skrulls, an extraterrestrial race of shape-shifters from the planet Skrullos.

Yes,...