According to On LocationVacations , it looks like CAPTAIN AMERICA: THE FIRST AVENGER is shooting in Los Angeles this Friday.
This is based in part on the fact that the Permit reads Vita Ray Productions for the film FROSTBITE, the movie’s UK cover name.
The site speculates that Stan Lee’s cameo is among the scenes to be filmed.
The location is a modern glass and steel high-rise office building (real life headquarters of a major utility), which might indicate it’s part of the present-day “bookends” said to be in the film to tie into THE AVENGERS movie.
The site also speculated that the previously reported re-shoots in the England did not take place.