Review: 'Thunderbolts*' gives a necessary jolt of emotion and psychological menace to the Marvel Cinematic Universe.

With “Thunderbolts*,” the Marvel Cinematic Universe dives into some intriguing and ultimately fulfilling new territory — mixing the psychological and the surreal with the usual superhero stuff, making for the most unpredictable and character driven MCU entry in a long while.

Of course, what it says on the box isn’t quite so promising. We’ve been told we’re getting a showdown of some of the MCU’s most hardened anti-heroes — selfish loners with tactical experience and a sarcastic streak. In other words, Marvel’s version of DC Comics’ “Suicide Squad.”

But Marvel’s brain trust — and director Jake Schreier (“Paper Towns”) — has something else on their collective minds, with a storyline that explores what it means to be a superhero. Sometimes, it takes someone who’s nobody’s idea of a hero. As the movie’s ostensible villain, corrupt CIA director Valentina Allegra de Fontaine (Julia Louis-Dreyfus), says at one point, “there are bad guys and there are worse guys.”

Valentina, who’s in the middle of her own impeachment hearing, is busy trying to erase the evidence of her shadow operations in the CIA, and her previous career in a corporation doing some nasty medical experiments. She has a few paid operatives doing her dirty work — and the first we see is Yelena Belova (Florence Pugh), the former Russian super-spy and undercover “sister” of Scarlett Johansson’s late Natasha Romonoff. (A rewatch of “Black Widow” might be helpful if you don’t remember all the characters.)

When Yelena tells Valentina she wants out, Valentina gets her to agree to one last job — taking out a rival baddie in an underground bunker. Once inside, Yelena finds that while she’s targeting Ava Starr, aka Ghost (Hannah John-Kamen), who can phase through walls, she’s also the target of John Walker (Wyatt Russell), who had a short-lived stint as Captain America. Then there’s a fourth, Antonia Dreykov, alias Taskmaster (Olga Kurylenko), one of Yelena’s classmates in the Russian assassin school, who’s pursued by Ghost and pursuing Walker.

After a few minutes of beating each other up, they realize that they’ve been set up by Valentina. “We’re the evidence, and this is the shredder,” Yelena says. But there’s someone else in the room that no one, least of all Valentina, suspects: A somewhat dazed civilian who identifies himself as Bob (played by Lewis Pullman).

Two other characters we know also play important roles here. One is Alexei Shostakov (David Harbour), once the Red Guardian, the Soviet version of Captain America, and Yelena’s pretend father. The other is the former Winter Soldier, Bucky Barnes (Sebastian Stan), a freshman congressman struggling to work within the system to take down Valentina — and working to convince Valentina’s morally conflicted assistant (Geraldine Viswanathan) to testify against her boss.

That’s as much information as you need going into “Thunderbolts*,” which makes everything clear — even that hard-to-type asterisk — in due course. What’s fascinating, as Schreier navigates a compelling script by Eric Pearson and Joanna Calo, is how much tension can be built up by not knowing how a character is going to act in a stressful situation, something that’s never an issue when Cap or Thor is the main player. 

It helps that the MCU has hired some solid actors in these not-so-heroic characters. Harbour and Stan are good at playing bad-asses with underlying charms, and Louis-Dreyfus shows the gap between her conniving character in “Veep” and a manipulative supervillain is a small one. But Pugh is the most compelling member of the cast, revealing in Yelena a sensitive heart in spite of the many shocks that her deadly profession has delivered to it.

The least interesting part of “Thunderbolts*” is the post-credit scene that ties an engrossing standalone movie to the rest of the MCU timeline. Such scenes, and nearly every MCU movie has one, take away the goodwill the movie has gathered from its audience, and reminds you that it’s all about commerce. Don’t think about this movie any more, those post-credit scenes tell us, and get ready for the next product off the assembly line — which, in this case, is “The Fantastic Four: First Steps” on July 25.

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‘Thunderbolts*’

★★★1/2

Opens Friday, May 2, in theaters everywhere. Rated PG-13 for strong violence, language, thematic elements, and some suggestive and drug references. Running time: 126 minutes.