Nick Fury might have come out of the cold during Avengers: Age of Ultron, but don't expect him to show up in Captain America: Civil War, much to the surprise of Samuel L. Jackson. When asked about his absence from the next massive Marvel epic. Jackson said, "I'm not in Captain America 3," "I can't figure that out, but I'm not. I guess I'm still out there, trying to figure out what happened to SHIELD and who these other people are.