Captain America To Begin Filming In London Really what is the big deal people, movies are shot all over the world. But if you have your panties in a bunch to why they are filming Captain America: The First Avenger in London, we have some info for you to the reason behind the decision. Other than it’s WWII setting, it’s mostly to save cost and for the tax incentives… The upcoming movie from Marvel Studios was originally to be filmed in Los Angeles. Instead, “Captain America: The First Avenger,” starring Chris Evans, Samuel Jackson and Hugo Weaving, will shoot this July in London, where the story is partially set. But the studio, which was acquired by Walt Disney Co. last year, concluded that London was the best location for “Captain America,” largely because the story is set in Europe and will feature a number of scenes in London such as Piccadilly Circus, and also because of favorable tax incentives. Though Marvel could have done the stage work in L.A. and shot exteriors in Londo