Captain Marvel 2 ready to begin filming, what you need to know about the MCU sequel Thu Apr 08, 2021 at 3:29pm ET Captain Marvel 2 is preparing to start filming next month. The sequel to the 2019 movie that told the origin story of Brie Larson’s Captain Marvel is set to start filming on May 31 in London and Los Angeles. This is the same date that Ant-Man and The Wasp: Quantumania starts filming. Sign up for our Movie newsletter! Captain Marvel ready to begin filming The Captain Marvel 2 shooting news comes from Production Weekly, which revealed that the shooting schedule will take place at Pinewood Studios in the UK, as well as Los Angeles and New Jersey.