Spoilers for Captain America: The Winter Soldier follow!
Even though S.H.I.E.L.D. was seemingly dismantled at the end of Captain America: The Winter Soldier and Nick Fury was forced to go underground, Samuel L. Jackson is still set to make an appearance on Marvel’s Agents of S.H.I.E.L.D. for the season finale.
During an interview with Vulture, Jackson was asked whether or not he was returning to the show, which led to this response: "I did! Last week! I just shot the end-of-the-season show." When asked for more details, he said, "You're trying to get me fired and killed! I don't talk about Marvel's business. None of us do."
Paranoia aside, it seems like Fury is still going to play an integral part in the Marvel Universe, despite S.H.I.E.L.D. itself being laid to waste. As illogical as it may seem, Jackson has promised that everything will make sense in the end. When S.H.I.E.L.D. was compromised in the comics, Fury went on to put together a new group of Howling Commandos to fight back. Perhaps the seeds are being sewn for that here.