The asterisk in the title "Thunderbolts*" signifies that "Thunderbolts" was never intended to be the official or definitive name for the group of misfit antiheroes featured in the film. It serves as a narrative device and a bit of a joke indicating that the Avengers are not available to protect the world, so this team is stepping in as substitutes. The asterisk hints at the team's provisional status and the fact that they are not the traditional heroes audiences might expect. This was confirmed both in the film's ending and in promotional materials, where the asterisk is explained as meaning "The Avengers Are Not Available"-implying the Avengers have disbanded or are otherwise absent, and the Thunderbolts* are filling that void
. In summary, the asterisk highlights that the team is a temporary or unofficial replacement for the Avengers rather than a fully established superhero group.
