Improv 'Iron Man'
The first film in the MCU was Iron Man (2008), and the script was almost entirely improvised by Robert Downey Jr. and the rest of the cast. There was a story, and action sequences were planned, but director Jon Favreau didn't have much dialogue to work with. He used two cameras to capture anything ad-libbed. Reportedly, Gwyneth Paltrow had trouble keeping up with Downey, who liked to do a lot of different takes. And Jeff Bridges was not pleased with all the improv.