Nick Fury's downtown chase while nefarious forces and the Winter Soldier look to take him out is one of the most thrilling scenes not just in the movie, but the MCU at large. It's tense, claustrophobic, and well-paced—but it ends with one heck of a head-scratcher. Fury's car gets flipped by the Winter Soldier's (umm) magic, car-flipping gun. But as he walks up to finish him off, Fury pulls out a tiny lightsaber device that somehow cuts through the car's roof and asphalt underneath, carving out an escape tunnel.
Which doesn't really make all that much sense, right? If Fury just happened to land on top of a manhole and dropped into a sewer tunnel, that'd be mildly believable. But at least judging by the hole he cut, it looks like Fury literally sliced a hole through solid asphalt and the Earth underneath, escaping into (umm) the subway tunnels … or something … underneath there? And he does it all in a matter of about five seconds.
But that's not the worst of it. The Winter Soldier knows Fury is injured. He sees the escape hole, then just pretty much shrugs and walks away. Why not follow him through there? Heck, at least toss in a grenade or two. He's already caused this massive downtown spectacle, so hitting a handy-dandy escape hole would actually be the most obvious escape strategy for the Winter Soldier to disappear, too, right?