Captain America: The First Avenger has started shooting, and we've got a few different looks from the production: the USO set, Chris Evans' stunt double in costume, even a video walkthrough on a section of Manchester dressed to look like 1940s Brooklyn.  These new images and video come from the latter set, a scene punctuated by a gunshot or two.  Plus, it provides our first look at star Hayley Atwell dolled up in her period costume.

Chris Evans, Tommy Lee Jones, Stanley Tucci, Sebastian Stan, Neal McDonough, Toby Jones, and Hugo Weaving join Atwell in Captain America, which hits theaters July 22, 2011.  Check out the set video/photos after the jump.

Courtesy of Captain America Filming in Manchester [Via Comic Book Movie]: