The movie version of War Machine, whilst fairly formidable, wasn't in the same league as the Iron Man armours. It was durable, could fly and had that cool-looking shoulder-mounted mini-gun, but it didn't have the versatility of the higher mark armours that Tony wore (no missiles or multiple-targeting explosives etc) and it didn't have JARVIS lending a helping hand. Rhodey helped Iron Man to defeat Whiplash in the final battle of Iron Man 2 and was key in doing so, while in Iron Man 3 - under the Iron Patriot guise - he was more of a character unto himself as the government's "American hero" in response to the events in The Avengers, but his armour was compromised by Aldrich Killian and used for villainous purposes.