James Gunn Reveals Why He Has No Interest In Directing A Thunderbolts Movie For Marvel ✖ The Marvel Cinematic Universe got fans fired up at the prospect of a Thunderbolts movie or series when The Falcon and The Winter Soldier made Zemo a fan favorite, along with introducing the intriguing John Walker character s US Agent, two characters who would fit an adaptation of Thunderbolts. There have not been any official pieces of information from Marvel Studios which indicate a Thunderbolts story is on the horizon but Internet chatter would have you believe such a title is inevitable. As the story would call for a group of anti-heroes to come together for a joint mission,