I had been telling you guys for a while that Captain Marvel had a cameo in early drafts of the Avengers: Age of Ultron script... and I was right! But also wrong, because that cameo got cut from the final movie. But I wondered how close they got to having Captain Marvel in the movie, and it turns out very, very close. So close that Joss Whedon actually shot visual FX plates to have Captain Marvel fly into Avengers HQ at the end of the movie, only to replace her with another character at the last minute.
Here's Kevin Feige talking about it. There are minor, minor spoilers regarding a character who joins the team at the end of the film (who has already been referred to as an Avenger by all the marketing). He starts off by scolding me for writing about early drafts of the script.
There were drafts that maybe people somehow got their hands on and read early on that included some characters - maybe others, but certainly one, which is why it’s dangerous to read scripts early on, and talk about them early on…
[Captain Marvel] was in a draft. But to me, it would have done that character a disservice, to meet her fully formed, in a costume and part of the Avengers already when 99% of the audience would go, ‘Who is that?’ It’s just not the way we’ve done it before.
Thanos is the good ‘Who’s that,’ because he’s clearly a bad guy, for comic fans he represents a specific storyline, you can get the buzz started from fans to non-fans with that cameo - as opposed to a title character, who deserves their own story. Even Black Widow you don’t meet in the last two seconds of Iron Man 2 wearing her costume - you evolve that going forward.
The way we reveal Scarlet Witch [in costume] at the end of the movie? Those were Captain Marvel plate shots. Joss said, ‘We’ll cast her later!’ And I said, ‘Yeah Joss, we’ll cast her later.’ [Whispers to an invisible associate who isn't Joss] ‘We’re not putting her in there!’
Finally Joss was like ‘Let’s use those plates to let Scarlet Witch fly into frame, give her a big entrance?’ And that makes sense - she’s come to their side, and she deserves the cool intro, which will feed into another movie we start shooting in a few weeks.
That last bit sounds like confirmation of Scarlet Witch in Captain America: Civil War, by the way.