4. Nick Fury
Nick Fury is one of several enigmatic characters in the Marvel Cinematic Universe. We first saw him in the now-famous post-credits scene in Iron Man, where he announced plans for the "Avengers Initiative." He has shown up in five films total, and will appear next year in Captain America: The Winter Soldier. We know absolutely nothing about Fury's backstory, and since he's become such an integral part of the films as time goes on, it would be a shame not to learn more about him. We've seen hints that there's more to him than meets the eye, and though he very well may get a film of his own someday, Marvel could give us a taste of a standalone Fury story in the form of a short film first.