Different studios could collaborate if they wanted. Just look at Roger Rabbit. But Hollywood is a business and in this day and age, each studio would want their character to be the STAR!. Unless one studio had everyone under their umbrella, I think a collaboration movie would end up suffering for it.Â
Recently, Punisher and Blade reverted back to Marvel from Lionsgate and New Line, respectively. Marvel Studios President Kevin Feige revealed that the characters of Quicksilver and Scarlet Witch are theirs too, as long as no mention is made of Magneto or mutants, alluding to possible additions to the next Avengers film. From what I've heard, Disney wants most of the comics universe back with Marvel. I think it's just going to be a matter of time before some get bought back and others return by default when a sequel or reboot fails to be made before rights can expire.
I found this list of who owns the film rights to what. For the most part, any not listed should be under ownership of Marvel Studios.Â
20th Century Fox
Daredevil: Daredevil/Matt Murdock, Elektra (Natchios), The Kingpin/Wilson Fisk, Bullseye, Jack Murdock, Karen Page, Ben Urich
Elektra: Christine Cord/Tatoo, Typhoid Mary/Marry Alice Walker, Kirigi, Stick, Stone
Fantastic Four: Doctor Doom/Victor von Doom, Human Torch/Johnny Storm, Invisible Woman/Susan Storm, Mr. Fantastic/Dr. Reed Richards, The Thing/Ben Grimm, Nova/Frankie Raye, Alicia Masters, Willie Lumpkin
X-Men Mutants: [Agent Zero/Maverick/David North], Angel/Warren Worthington III, Arclight/Phillippa Sontag, Beast/Dr. Henry Phillip “Hankâ€