5. S.H.I.E.L.D
We have already seen that the Marvel Cinematic Universe version of the espionage organisation S.H.I.E.L.D like to experiment with weapons - the Avengers movie saw Agent Phil Coulson wielding a prototype of a gun forged using the Destroyer Armour from the Thor movie - so perhaps they could be working on a robot to fight for the forces of good and something goes wrong. S.H.I.E.L.D's resources are vast - they had a huge underground base, for example, before the Tesseract's residual energy caused it to collapse, and they have the Helicarrier on which the Avengers were based in their titular movie which is home to all kinds of different research laboratories - so there is no reason why they wouldn't have the means to build a robot. Due to a miscalculation, or it becoming self-aware and power hungry, or thanks to someone else getting control of it, it could quite easily go rogue and turn on the Avengers.