Nick Fury has been a mainstay in both Marvel comics and the Marvel Cinematic Universe (MCU) since near the inception of them both.
Fury plays a pivotal role in a ton of storylines throughout the comics, and is quite possibly the most important character in the MCU, considering his role in forming the Avengers to combat the deadliest threats that face the Earth, and more recently, the universe. Let's take a look at Nick Fury, and how he differs between his comic and movie counterparts:
First and foremost, Nick Fury was created by Stan Lee and Jack Kirby. Fury was initially created for a WWII comic called Sgt. Fury.
There are a couple of other iterations of Fury in the comics that are going to be covered here, too, including Nick Fury Jr. (created by Cullen Bunn, Christopher Yost, Matt Fraction, and Scot Eaton) and the Nick Fury from the Ultimate Universe (created by Brian Michael Bendis and Mike Allred). On the big screen, of course, Nick Fury is portrayed by Samuel L. Jackson.
In his earliest appearances, Nick Fury was in the comic Sgt. Fury and his Howling Commandos. The comic takes place in WWII, in which Nick Fury led a handpicked team of soldiers known as the Howling Commandos.
Near the end of the war, Fury was injured by a grenade which cost him his vision in his left eye, granting him his signature eye-patch.
The modern version of Nick Fury in the comics owes a lot to Jim Steranko and his run on the character, starting with Strange Tales #151 in 1966. This is where Fury become known as more of a spy.
Working with the CIA in the '60s, Fury quickly gained a solid reputation, eventually being recruited to become the director of the newly formed S.H.I.E.L.D. Through S.H.I.E.L.D., Fury recruited a lot of his old friends and worked to wipe out the organizations Hyrda and A.I.M.
Fury has escaped death in the comics on more than one occasion, as all great spies do. One memorable occasion was when Fury was presumably killed by a brainwashed Punisher after Fury captured The Punisher and imprisoned him. It turns out The Punisher only killed one of Fury's Life Model Decoy's, and soon after Fury emerged from his cover.
Much later, Fury ran out of his Infinity Formula that kept him from aging through all of the years. His last mission ended with a much older Fury presumably sacrificing himself to save his friends from a disembodied and exploding eye of The Watcher. The other heroes present thought Fury dead, though it turns out Fury absorbed the power from the eye, and has now taken The Watcher's place.
Nick Fury Jr. is the son of Nick Fury. Fury Jr. was an Army Ranger, who returned to the states for his mother's funeral. There, he found that his mother had been murdered. There he was attacked by a group of mercenaries, including Taskmaster. Fury Jr. was saved by Captain America. After a while, Fury Jr. learned who he really was and became an Agent of S.H.I.E.L.D.
Fury Jr. was born with the Infinity Formula in his blood, granting him "limited immortality", which has stopped his aging since he gained adulthood.
The Ultimate Marvel Universe is a Marvel Universe with an alternate timeline. The Nick Fury that appears in the pages of the Ultimate Universe is... a bit of a complicated person, possibly even more so than his original version. This Fury also got his start in WWII, and eventually became the director of S.H.I.E.L.D. He formed the Ultimates (the Ultimate Universe's Avengers) and was tasked with looking after the world's super-people. Ultimate Fury had a lot of influence with Ultimate Spider-Man, with Fury knowing Spider-Man's identity basically from the get-go. Fury told Peter to enjoy his youth, because once Peter became an adult, he would become the property of S.H.I.E.L.D., due to Peter being an illegal metahuman.
Ultimate Fury goes back and forth from being the man responsible for a lot of hardship, but also the man responsible for saving an incredible amount of people. He has a complicated history and walks a dangerous line.
(Minor Spoilers for Captain Marvel, Winter Soldier, and much of the rest of the MCU in the rest of this article)
In the movies, Nick Fury is a bit different. Timeline-wise, it doesn't fit that Fury was involved in WWII, unless it's later revealed that the movie version has access to the same Infinity Formula as his comic counterpart.
What we do know about his early years we know from Captain Marvel. Fury was an agent of S.H.I.E.L.D. since at least the '90s and worked with Captain Marvel to save a group of refugee Skrulls on the run from the Kree.
In the MCU, Nick Fury is the pivotal force in forming the Avengers. He stays in the background for quite a few movies, including Iron Man 1, The Incredible Hulk, Iron Man 2, Thor 1, and Captain America: The First Avenger, until finally forming the team in The Avengers to combat Loki.
In Winter Soldier, Fury appears to be assassinated by the Winter Soldier, on an order by Alexander Pierce. Towards the end of the movie, Fury reveals that he faked his death in order to go underground to combat Hydra.
After the events of Infinity War, Fury is turned to ash when Thanos snaps his fingers. But before he disappears, Fury manages to contact someone on his pager, someone who might be able to help fix the universe: Captain Marvel.
In every iteration of Fury mentioned above, he is either the director of S.H.I.E.L.D. or at least involved with the organization in some important capacity, as is the case with Nick Fury Jr.
Some of the version's of the character toe the line between good guy and bad guy more than others, but at the end of the day, it seems like each version of Fury has one thing on the forefront of their mind: saving the world.