12. Peggy Carter & Heimdall Only Appear In Hallucinations
With so many characters to deal with, it's not much of a surprise that Age of Ultron spreads itself a little thin trying to do justice to everyone. As such, minor characters are just slotted in wherever possible, and two who don't actually physically appear in the traditional sense are Captain America's long-lost love Peggy and Asgardian gate-keeper Heimdall. Scarlet Witch uses her powers to make Cap and Thor hallucinate, with Cap imagining he's back in the 1940s at a dance with Peggy, while Thor is warned by Heimdall of the danger that's coming, which some also suggested might be a hint of what's to come in Thor: Ragnarok.