The movies start production in Georgia at the end of this month before moving to the Scottish highlands for a six month period. 2015's Avengers: Age of Ultron filmed in Italy, South Africa and South Korea, so it is likely this one will visit other exotic locations as well.
When it films in Scotland, The Telegraph says it will be the biggest movie ever to film in the country, injecting £10 million into the local economy.
Anthony and Joe Russo, who directed the last two Captain America movies, are directing the sequels, taking over from Joss Whedon.
They previously joked that there would be about "67 characters" in the two movies, which may explain some of the costs. Robert Downey Jr alone got paid $57 million for his last appearance as Iron Man in last year's Captain America: Civil War.
He will be returning for Avengers alongside Chris' Evans, Hemsworth and Pratt, Mark Ruffalo, Scarlet Johannson, Samuel L. Jackson, Jeremy Renner, Paul's Rudd and Bettany, Elizabeth Olsen, Benedict Cumberatch, Chadwick Boseman, Cobie Smulders, Sebastian Stan and Evangeline Lilly.
Brie Larson will appear in the second part after her solo outing as Captain Marvel, while Josh Brolin will play the villainous Thanos after several cameos in earlier Marvel movies.
Avengers: Infinity War has a US release date of May 4, 2018, while the sequel will come out a year later on May 3, 2019.
The two movies will also be the first to be filmed entirely with IMAX cameras.