Captain America 2 Ending: 11 Big Implications For Marvel Phase 3

11. Nick Fury Has Gone Underground

Having "died" at the hands of The Winter Soldier in Captain America's apartment (or so the world thinks,) Fury spends his final moments in the film (after he's proved to be still alive) cutting ties, including burning his eye-patch in a symbolic, but not at all necessary move, before he heads off into hiding, with the promise of help to any Avenger who needs it. We have of course seen Fury driven underground in the comic book world before - most famously after the events of Secret War, which isn't likely to feature in Ultron, or even beyond it initially, unless Marvel decide to put even more eggs in their Avengers basket and bring the Fantastic Four and Doctor Doom into the thread, in order to facilitate Fury's rogue destruction of Latveria. So What Next? More likely is that Marvel will use this trigger for Fury's underground sanctuary to start the run up to Civil War, which must surely be coming in Phase 3. Maria Hill has stepped into Fury's shoes in the comic book world before, and it's likely we will see her stewardship in the run up to and including Avengers: Age Of Ultron.
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