I wonder how much Marvel tries to keep story-lines similar between the movies and the comic books. Lots of things are very different.
How come Iron Man's story is different from the comics, like setting parts the film in Afghanistan and not in Vietnam? What's the deal with that?
What you are noticing is an effect called a "floating timeline."
This is an effect where when major comic groups used events to "anchor" their stories in "reality" but the stories are revised when the character is rebooted for a different medium or different audience or when sufficient time has elapsed between their origins and the present day.
Since Iron Man was created during the Vietnam war he would be much older than Tony Stark is in the movies. Iron Man was created by writer-editor Stan Lee, developed by scripter Larry Lieber, and designed by artists Don Heck and Jack Kirby. He made his first appearance in Tales of Suspense #39 (March 1963).
When the movies were created, they decided to slide the event forward to the war in Afghanistan but the essentials remain the same. Stark is hurt by an explosion, has shrapnel near his heart, is rescued by an opposing force, held prisoner, creates the Iron Man prototype and escapes.
Changes are usually relatively minor but can have significant changes if the writers decide to update the technology. For example, the Arc Reactor technology was not part of the original Stark storyline.
A floating timeline (also known as a sliding timescale) is a device used in fiction, particularly in comics and animation, to explain why characters age little or not at all over a period of time - despite real-world markers like notable events, people and technology appearing in the works and correlating with the real world. A floating timeline is a subtle form of retroactive continuity. This is seen most clearly in the case of comic book characters who debuted as teens in the 1940s or the 1960s but who are still relatively young in current comics. Events from the characters' pasts are alluded to, but they are changed from having taken place years ago to having taken place more recently.
Also see StackExchange entry: Are superheroes supposed to age?
The original Iron Man movie used the Extremis story line as its plot with a more modern origin story. Tony would be an old man now if the movie stuck with the original origin story. To make it more clear
Elements of "Extremis" were adapted for the 2008 film Iron Man[6] and the Iron Man: Armored Adventures episode "Extremis",[7] and it serves as the primary source material for the 2013 film Iron Man 3. [8]
and later
The story arc incorporates an updated origin for Iron Man, in which Tony Stark is a weapons designer whose weapons are being used against Al Qaeda in Afghanistan in the years just prior to the second Gulf War. During an inspection tour, one of Stark's own bombs detonates, sending a piece of shrapnel into his chest, nearly killing him. He is then captured by Afghan terrorists. As with the original origin story, Tony co-creates his first suit of armor with Ho Yinsen and escapes the terrorists, with Yinsen killed during the escape.
The films pull more from the Ultimate line of Marvel than the actual true continuity, though there are elements from there, as well. (The Ultimates line is an updated and reimagined 'Marvel world', though not the true one.) That's why you see a black Nick Fury in the films, the Avengers working with/for SHIELD and all the blatant mistakes in the X-men films as per membership/seniority.
Beyond that though, the Marvel films suffer from the same thing that all films which are made from existing literary material - the people making them always think they know better than the original writers and can't resist mucking ahem changing things up. ;)
