The remaining hits must connect because they can't be blocked; even if the opponent were to try and block. A combo must be at least three hits to be considered a combo.
An example of this is Ken and Ryu's ability to throw a fireball after having hit their opponent with a Down+Fierce punch. Before the Fierce punch animation was completed, a fireball could be thrown. Because the animation was not completed, the opponents damage animation is not completed, and the fireball connects before they can recover.
This is a classic example of a traditional combo. The most traditional combo would be to jump in the air and strike your opponent with a Roundhouse kick. While they're still stunned from the kick, and as you hit the ground, attack with a Down+Forward kick, and straight into a fireball before the animation is completed.
There are only certain attacks that can have special moves "buffered" into them, and there are only certain special moves that can be buffered. I will offer some help in that area with my Guide, but it's up to you to master your character.
Combos quickly became Air Attack -> Normal Attack -> Special Move, or at least some variant thereof. And believe me, the variants weren't that varying.
Chain Combos, a fresh new look on combos, involve "chaining" together hits of increasing power to make a combos. Instead of being an "accident", combos became "on purpose." In fact, the complaint about Chain Combos is that they're too much on purpose.
In Marvel Super Heroes, you can basically count on being able to do a Chain Combo by attacking quickly with Jab->Strong->Fierce or Short->Forward->Roundhouse while you are close to an unblocking opponent.
It is possible, even, to "buffer" in special moves on the end of Chain combos sometimes, although usually you'll have to add the Special Move in place of the Fierce/Roundhouse portion of a Chain, since most Fierce/Roundhouse attacks in a chain will either knock the opponent over or knock them up in the air; either way -- ending the combo. Although knocking them up in the air can be used to your advantage if you want to learn how to do:
Each character has certain moves (normal ones) that when executed as part of a combo, will knock the opponent up in the air. You can pursue them and continue the combo on them if you're good enough. In fact, you're really missing out on a bunch of fun if you don't!!
Do this by pressing up quickly on the joystick and then do a zig-zag Air Combo on them. What's that? Easy, just go 1->4->2->5 (that's Jab->Short->Strong->Forward.) Sounds simple and brainless, right? Well it is! Have fun!! It looks cool! After you finish the last hit of your zig zag, do a special move, (or even a Super Move) to finish the Air Combo.