At the end of last year, we reported that Nick Fury (Samuel L. Jackson) would not be making a cameo in Kenneth Branagh's Thor.  However, that no longer appears to be the case.  Last night on Late Night with Jimmy Fallon, Jackson confirmed that he had recently shot a scene not only for Thor, but for Captain America: The First Avenger.  Here's what Jackson told Fallon:

In the next month or so, I have to do one day on Thor, and I gotta do another day on Captain America, and in April we start The Avengers — the big deal with everybody. Thor and Captain America are pretty much done, but I haven’t done my part in them yet. I’m just connective tissue for them to join The Avengers.

Jackson also said he didn't know if he would be appearing after the credits like he did in Iron Man.  Hit the jump for what Jackson had to say regarding Nick Fury's new female sidekick.

Here's what Jackson said regarding Fury's new female sidekick:

"I have to screen test five actresses on Friday.  They have this new character who I guess is my sidekick and is with me all the time."

So who is this mystery character?  If I had to guess, I would say the character is Sharon Carter.  In the comics, she's not only an agent of S.H.I.E.L.D., but she's also the niece of Peggy Carter, who is the love interest in Captain America and played by Hayley Atwell.  Of course, that's just fun speculation on my part.  The role could also be Wasp, but it's weird to think of her as a sidekick to Fury.

Heat Vision reports that actresses screen-testing for the role include Morena Baccarin (V), Jessica Lucas (Cloverfield), Cobie Smulders (How I Met Your Mother), and Mary Elizabeth Winstead (Scott Pilgrim vs. The World).  Heat Vision adds that whoever gets the role would be subject to the same nine-picture option as other recent actors and actresses to join the Marvel movie universe.

Just as a release date refresher, Thor opens May 6th, Captain America: The First Avenger is due out July 22nd, and The Avengers is slated for May 4, 2012.  All three films will be in 3D.

Here's the video of Jackson on Late Night with Jimmy Fallon:

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