In 2008, Gregg appeared in the film "Iron Man" as S.H.I.E.L.D. agent Phil Coulson. In 2010, Gregg reprised his role as Agent Coulson for "Iron Man 2". Gregg had since signed up for a multiple film deal as the character with Marvel Studios. In 2011, he returned again as Coulson for "Thor". Gregg noted his being a part of the expanding Marvel Cinematic Universe as being very exciting; "Agent Coulson was one of the guys who wasn't really in the comic books, and he was a very kind of small role in "Iron Man"," he said, "and I was just very lucky that they chose to expand that character and chose to put him more into the universe of it. It's really a blast!" Following on from his appearance in "Thor", he again reprised his role in "The Avengers". Gregg also stars in a series of Marvel short films that center around his character and can be seen on the Blu-ray releases of the films.