Marvel has had an incredible run in Hollywood in the past decade, with its heroes finding commercial success and acclaim in the world of film and television. This is thanks in no small part to the exhaustive work into the shared MCU, which has occasionally been referenced in the world of television.
Legion is one of those shows that hasn't been so lucky to get a connection, although -- if it did -- Dan Stevens is completely ready to bring Legion to the MCU. The actor explained how he thinks his character would work into the massive universe, and how he imagined what could go down if Legion did appear.
Legion would wreak havoc. He’d probably take on Thanos, let’s see that. [...] Legion occupies a very odd little corner of the Marvel universe. I would never presume to stampede into that arena, but a weird little cameo might not do any harm.
It would seem Dan Stevens has yet to see Avengers: Endgame, otherwise he'd realize Thanos isn't exactly around for David Haller to take on. With that said, it's entirely possible Legion exists in its own separate multiverse, and that his world is entirely separate from the one seen in the MCU. If the MCU establishes in Phase 4 that characters can travel through dimensions, David could appear in a future movie much like how Dan Stevens expressed to Variety.
That's of course assuming David will survive Season 3 of Legion, which is touted to be the conclusive arc to this graphic novel-like series. David was sort of established as the villain at the conclusion of Season 2, so one would think that unless he does something drastic, this series may not end with the character being available for future MCU cameos.
One thing that may work in Legion's favor, in reference to appearing in the MCU one day, is the fact that it has also been disconnected from the cinematic X-Men universe, which appears officially on track to be rebooted. Legion is even more disconnected than Deadpool, so if Disney is committed to keeping Deadpool around in the chance of an X-Men reboot, then odds are Legion is an option as well.
If one really wants to get hypothetical, it's possible David has already taken on Thanos and defeated him in the alternate future in which Earth is a wasteland he has near total control over. The future revelation caused David's friends to turn against him, and release Legion's former big bad the Shadow King in order to receive his help in containing David. David is one of the most powerful telepaths in the Marvel universe, but is haunted by mental illness.
As of now, it appears the odds of Legion's David Haller appearing in the MCU are slim to none, but we can't really say for sure until we know Marvel's official plans for Phase 4 (and Disney+). Legion Season 3, the final season, premieres Monday, June 24 on FX. Stick with CinemaBlend for all the latest television and movie news.