Strictly in the “rumored” stage, based largely on Samuel L. Jackson’s portrayal of the character in other Marvel movies. Sure, why not? They’ve got a script and Fury’s SHIELD was always good for an action sequence.
"The Avengers should start shooting some time next year, and then some time after that there’ll be a big S.H.I.E.L.D. movie," Jackson declared during a call-in interview on Radio Big Boy.
This film would of course star Jackson as Fury, and likely include Clark Gregg as Agent Caulson, Scarlett Johansson as Black Widow and War Machine, played by Don Cheadle in "Iron Man 2."
Jackson began playing Nick Fury, the leader of S.H.I.E.L.D. (Strategic Homeland Intervention, Enforcement and Logistics Division) in the first "Iron Man," appearing at the end to try and recruit Tony Stark for "the Avenger initiative."
There's long been speculation about Fury and S.H.I.E.L.D. breaking out into their own film adventure. At the very least they'll be playing a part in "The Avengers" and "Captain America: The FIrst Avenger."
Kevin Feige, the capo of Marvel films has been non-committal on the topic. This may just be a gambit on Jackson's part to stir the hype machine and build momentum for the project.