Taken from interviews:
Tom Hiddleston:
Paul Bettany:
Benedict Wong:
Michael Pena:
Jaimie Alexander:
Chris Evans:
Don Cheadle:
I think these people are trying to tell us something.
Tom Hiddleston:
Q: What is Loki's relationship with Stellan Skarsgård's character in this movie?
TH: (laughing) This is where I can sense the red dot forming on my forehead. (laughs again) And the Marvel sniper in the corner on the roof over there — he's got his eye on me.
Paul Bettany:
What can Paul tell us about Vision's design? "I'm not allowed to tell you that!" he protests. "Every time anyone asks me I look to the hills and see the light glinting off a telescopic lens and a red dot on my shirt. If I tell you I lose my job and get wrestled to the ground and tasered."
Benedict Wong:
The actor has already confirmed his part in Avengers: Infinity War, and there's every indication that Doctor Strange 2 is coming sooner or later, too – but Wong couldn't tell us any more. "I've got a red dot pointing at my head," he said. "Imagine if it was your fault that something happened to me. I can neither confirm nor deny."
Michael Pena:
Last month, I asked Michael Pena about ANT-MAN and he told me that if he said anything further, there would be a red dot on his head.
Jaimie Alexander:
But I do know I will be in ‘Thor 3′ and that Sif will have a very pivotal part in that movie. I just can't tell you what because I'll get shot."
Chris Evans:
After Jay Leno told Chris Evans that he loved the first Captain America movie, Leno tried to get Evans to give him the inside scoop on the sequel. However, Chris Evans said, ”The problem with Marvel is that, it's so funny, it's so different from other movie experiences, you can't say anything. They have snipers just out waiting. I feel like if I start giving plot points a red dot will just end on my forehead."
Don Cheadle:
Conan: Let's talk about Iron Man. Is War Machine coming back?
Don: You know, I hope so. Uh, we can't...this is another thing, we can never talk about...they post people outside of our homes and if we mention anything about any Marvel project...you see the red dot.
I think these people are trying to tell us something.