Marvel has already filmed the next four Stan Lee cameos The connectivity of the Marvel Cinematic Universe is unparalleled, as well over a dozen films and a handful of TV shows have replicated the continuity of the comic book world in live action. They do have a secret weapon though, which fans are always eager for with each new film: the Stan Lee cameos. Speaking at a Q&A following a screening of Captain America: Civil War this weekend, Marvel Studios president Kevin Feige revealed that Lee flew down to Marvel’s production home in Atlanta, Georgia to film not one, not two, but four of his upcoming cameos in one day. “We do not shoot random ones.