WMG / Samuel L. Jackson

Nick Fury is Jules Winnfield.
His real name is Jules Winnfield he was originally a hitman until a "Moment of Clarity" led to him quitting to walk the earth until he found a calling, this led to him becoming a government agent for many years bouncing around agencies and using multiple codenames such as Sergeant West, Agent Neville Flynn, Danny Roman, Augustus Gibbons, Henry Herald 'H' Humphries, Sgt. Luger before rising through the ranks too become Director of S.H.E.I.L.D using the codename Nick Fury which was previously used by another agent who may or may not be Micheal Knight but that's a WMG for another day. after faking his death he retired to become a piano player named Rufus (with a glass eye).