Under the alias Gozie Agbo, Russo portrayed Doctor Fine in Captain America: The Winter Soldier and Theo Broussard in Captain America: Civil War. He also played the man interviewing Peggy Carter in Captain America: The Winter Soldier.
He was interviewed for the documentaries Marvel Studios: Assembling a Universe and United We Stand, Divided We Fall: The Making of Captain America: Civil War.
- Together with Anthony Russo, he was nominated for a Saturn Award for Best Director for his work on Captain America: The Winter Soldier.
- Joe Russo is one of the actors who have portrayed multiple characters in the Marvel Cinematic Universe.
- Joe Russo is the second Marvel Cinematic Universe director to play a part in the film he was directing. The first was Jon Favreau, who portrayed Happy Hogan in Iron Man, Iron Man 2 and also in Iron Man 3 and Spider-Man: Homecoming, despite not directing the latter two. The third was James Gunn, who portrayed a Maskless Sakaaran in Guardians of the Galaxy. The fourth was Taika Waititi, who portrayed a Korg in Thor: Ragnarok.
- His sister Angela Russo-Otstot also played a role in Captain America: The Winter Soldier.