These 3 characters were cut from 'Avengers: Age of Ultron

Director Joss Whedon has said in several interviews that many of the characters he wanted to put in the film had to be cut for various reasons. Included in that bunch? Fan-favorite Loki, played by Tom Hiddleston.
Here are three characters that almost made it into "Age of Ultron":

Tom Hiddleston as Loki in "The Avengers."

 Even though it clocks in at 141 minutes, "Avengers: Age of Ultron" still couldn't cover everything. The original cut was over three hours long, and there was a lot of internal debate over which scenes should have been kept in the film

Whedon was adamant about getting a Captain Marvel cameo into the movie. She was even in early drafts of the script. 
However, Marvel Studios President Kevin Feige thought it would have been unfair to introduce this character hastily at the end.
"[Captain Marvel] was in a draft," Feige told Birth. Movies. Death. "But to me, it would have done that character a disservice, to meet her fully formed, in a costume and part of the Avengers already when 99% of the audience would go, ‘Who is that?’ It’s just not the way we’ve done it before."
However, in a way, Captain Marvel did leave her mark in the movie, as her planned shots ended up going to Scarlet Witch (Elisabeth Olsen).
"The way we reveal Scarlet Witch [in costume] at the end of the movie? Those were Captain Marvel plate shots. Joss said, ‘We’ll cast her later!’ And I said, ‘Yeah Joss, we’ll cast her later.’ [Whispers to an invisible associate who isn't Joss] ‘We’re not putting her in there!’" Feige said.
We'll see Captain Marvel in her own standalone movie in 2018.

Loki