"What If... The World Lost Its Mightiest Heroes?" is the third episode of What If...?.
Nick Fury struggles to launch The Avengers Initiative when candidates are targeted by a serial killer.
- Jeffrey Wright as The Watcher
- Samuel L. Jackson as Nick Fury
- Michael Douglas as Hank Pym/Yellow Jacket
- Lake Bell as Natasha Romanoff/Black Widow
- Mick Wingert as Tony Stark/Iron Man
- Clark Gregg as Phil Coulson
- Frank Grillo as Brock Rumlow
- Jeremy Renner as Clint Barton/Hawkeye
- Stephanie Panisello as Betty Ross
- Mark Ruffalo as Bruce Banner/Hulk
- Tom Hiddleston as Loki
- Mike McGill as Thaddeus Ross
- Jaimie Alexander as Lady Sif
- Alexandra Daniels as Carol Danvers/Captain Marvel
- Terri Douglas as Additional Voices
- Elisa Gabrielli as Additional Voices
- Piotr Michael as Additional Voices
- David Michie as Additional Voices
- Arthur Ortiz as Additional Voices
- Shane Sweet as Additional Voices
- Matthew Wood as Additional Voices
- Shelby Young as Additional Voices
Non-Speaking Cameos/Unconfirmed Voices
- Jack Rollins
- Tony Stark/Iron Man (Sacred Timeline)
- Ivan Vanko/Whiplash (Sacred Timeline)
- Bruce Banner/Hulk (Sacred Timeline)
- Thor Odinson (Sacred Timeline)
- Natasha Romanoff/Black Widow (Sacred Timeline)
- Clint Barton/Hawkeye (Sacred Timeline)
- Chitauri (Sacred Timeline)
- Loki Laufeyson (Sacred Timeline)
- Steve Rogers/Captain America (Sacred Timeline)
Continuity and References to the Marvel Cinematic Universe
- The events of Iron Man 2, The Incredible Hulk, Thor and The Avengers are recounted.
- Mjölnir appears.
- Alexander Pierce is mentioned and appears on a file.
- Jackson is mentioned.
- Laura Barton is mentioned.
- Lila Barton is mentioned.
- Cooper Barton is mentioned.
- Casket of Ancient Winters appears.
- Janet van Dyne is mentioned and appears on a file.
- Maria Hill appears on a file.
- Hope van Dyne is mentioned.
- Captain Marvel Pager appears.
- Captain America's Shield appears.
This story was inspired by "Fury's Big Week", a limited series comic book published in 2012 that served as a tie-in to Phase one of the Marvel Cinematic Universe. It explained how the events of Iron Man 2 (2010), The Incredible Hulk (2008) and Thor (2011) were happening at the same time. Hence the title cards featuring the days of the week in between scenes.
- Coulson's password ends with 0-7-0-4. July 4th is Steve Rogers birthday.
- This episode references events from the films of Phase 1; Iron Man 2 (2010), Thor (2011), Captain America (2011) and the Incredible Hulk (2008). It also references events from Ant Man (2015), and Captain America: The Winter Soldier (2014)
- There is a reference to Se7en when Nick Fury asks Loki what's in the box.
- Carol Danvers' (Alexandra Daniels) ending line "Where's the fight?" is directly taken from Avengers: Infinity War (2018), and was said by Bucky (Sebastian Stan) to T'Challa (Chadwick Boseman) before the remnants of the Avengers were on the way to Wakanda.
- First appearance of Nick Fury (Samuel L. Jackson), Clint Barton (Jeremy Renner) and Phil Coulson (Clark Gregg) in the series. Natasha Romanoff, Tony Stark and Carol Danvers also appear, but are voiced by other voice actors rather than their MCU impersonators.
- While never explicitly stated in the episode, Hope's killer was the Winter Soldier. She was killed in Odessa, Ukraine, which is where Natasha said she was attacked by the Winter Soldier in Captain America: The Winter Soldier (2014).
- Hank Pym uses the Yellowjacket suit in his confrontation with Nick Fury & Loki in San Francisco. He also dons the suit to kill the main members of the Avengers Initiative as retribution for the death of his daughter Hope. In the main timeline, the Yellowjacket suit was utilized by Darren Cross in Ant-Man (2015), but in the original comic books, Pym was the original Yellowjacket, a new identity he took on when he became emotionally unstable.
- Loki's speech to the UN is nearly word for word identical to his speech to the German crowd in The Avengers.
- The page beeper Nick Fury uses to contact Carol Danvers/ Captain Marvel in the post credits scene of Avengers: Infinity War (2018) reappears in this episode. However, he utilizes it about 8 years sooner due to the unforeseen events regarding the deaths of the Avengers. He originally used it to contact Danvers when he recognized the events of The Snap occurring in 2018.
- Loki tells Nick Fury to kneel, he refuses and says "we don't really do that here", a reference to Loki's insistence on the German crowd kneeling to him in The Avengers. Also a callback to when Bruce Banner almost kneeled to T'challa in Avengers: Infinity War.
- During this episode several character themes return from previous movies. The Avengers theme from The Avengers (2012) at 3:44, Thor's theme from Thor (2011) at 3:55, Black Widow's theme from The Avengers (2012) at 5:27, Nick Fury's theme from Spider-Man: Far From Home (2019) at 24:30, and Captain Marvel's theme from Captain Marvel (2018) at 28:18.
- When Betty Ross tries to stop Natasha from opening the closet Bruce is hiding in, Natasha says "Move, or I'll make you move!" Echoing the "Move, or you will be moved" line said to her by Ayo in Civil War.
- The Watcher is seen in two backdrop scenes.