Although Steve Rogers is the first person who usually comes to mind, Nick Fury was actually his world's original Captain America. In the Ultimate universe, Nicholas Fury shared similarities to the African American super-soldier Isiah Bradley as they were both secretly selected and injected with experimental versions of super-soldier serum. While Isiah was eventually punished for his heroism by being incarcerated while the serum ate away at his mind, Fury saw his new lease on life as a second chance to do the right thing and became a war hero which paved his way to becoming the future Director of SHIELD and commander of the Ultimates.
Created by Brian Michael Bendis and Mike Allred in Ultimate Marvel Team-Up #5, this version of the famous SHIELD agent and Director took place in a parallel Marvel dimension. With his likeness based on Samuel L. Jackson, Nick Fury gained more prominence in Mark Millar and Bryan Hitch's Ultimates series and Millar's Ultimate X-Men which fleshed out more of Fury's past and his reputation for getting things done regardless of his methods or their consequences. Fury helped to prevent quite a few world-ending threats and situations while keeping his one good eye on the future, managing things from the Triskelion, SHIELD's multi-purpose base, office, and prison for illegal metahumans and prisoners of war.
In Ultimate Origins #1 by Brian Michael Bendis and Butch Guice, Private Nicholas Fury was arrested alongside Private James Howlett and Private Fisk for attempting to loot a house during the Invasion of Sicily. While Fisk escaped, Fury and Howlett were subdued and imprisoned with Fury sent to an unknown location along with other African American men. While Howlett would be experimented on and eventually turned into Wolverine, Fury and his comrades were kept in captivity until Fury was selected to be a test subject for Project: Rebirth. With his questions going unanswered, Fury was restrained and injected against his will with an experimental serum. Unlike the 21 other test subjects before him, it gave considerable strength which he used to angrily free himself and his former cellmates so they could all escape together.
The situation brings to mind Isaiah Bradley regarding the confidential nature, the African American test subjects, his powers, and what he chose to do with them. Out of the 300 test subjects, Isaiah was among the handful of survivors who eventually became a black-ops team that eventually left him the sole survivor. One major difference is that Isaiah was experimented upon as a continuation of Project: Rebirth following Steve Rogers when Ultimate Nick Fury's testing preceded Roger's enlistment, making his backstory also similar to the evil super soldier Clinton McIntyre aka Protocide. Another major difference is that Isaiah's borrowing of Captain America's costume for a rescue mission led to his incarceration and being forgotten by the U.S government when Fury was allowed to escape as Dr. Erskine and his superiors were confident that they had enough information to continue their trials.
Steve Rogers' status as Captain America made the search for Fury pointless as they had their perfect super soldier to help lead the war effort. Years later after the incident that cost him his eye, Fury revealed the entire experience had motivated him to change his life for the better. He re-enlisted under his same name and his reputation helped him find a career working with the military and SHIELD. Although his abilities could have made him the next Captain America, Nick Fury had enough insight to know that he was more comfortable working and accumulating power behind the shadows. Although his oversight of Project Rebirth 2 had its own disastrous results, Fury's work alongside Steve Rogers years later proved that he was right where he belonged.