NOTE: This article is about the incarnation of Arnim Zola from the Marvel Cinematic film series. The mainstream version can be found here: Arnim Zola.
I am afraid I have been stalling, Captain. Admit it. It's better this way. We are, both of us, out of time.
~ Arnim Zola's last words to Captain America.
Arnim Zola is a major antagonist of the Marvel Cinematic Universe, serving as the secondary antagonist of Captain America: The First Avenger, a major antagonist in Captain America: The Winter Soldier, a posthumous antagonist in Captain America: Civil War, and a mentioned character in Avengers: Endgame.
Zola is a Nazi scientist who works with the Red Skull to harness the Cosmic Cube's power (known in the film as the Tesseract). When HYDRA was organized he became his second in command and personal scientist. After HYDRA forces found the Cube, Schmidt asked Zola if he could study its power, and he accidentally discovered how to transform its energy into advanced laser ammunition. He designed advanced weapons for HYDRA when they became separated from Nazi Germany and was valued enough by the Red Skull to help him escape by giving the scientist access to his personal automobile when Captain America raided the base, thus enabling Zola to also deliver it to safety in the process. He later staged an ambush for Captain America and the Howling Commandos onboard a train, in which Bucky Barnes lost his life, but was eventually captured and interrogated by Chester Phillips, Phillips noting that his lack of the cyanide pills normally used by HYDRA agents to prevent capture suggested that he did not want to die personally. In exchange for sanctuary after Phillips sent a fake letter confirming that he had provided the Allies with information, Zola told them everything he knew about HYDRA and revealed that Red Skull's plans were of world domination.
Captain America: The Winter Soldier
Zola returns in a minor, yet important role in Captain America: The Winter Soldier, where Captain America and Black Widow find him in an abandoned S.H.I.E.L.D. base and it is revealed that he uploaded his consciousness into a supercomputer before receiving a terminal diagnosis in '72, leading to his physical death. Zola reveals that, when S.H.I.E.L.D was founded, he was recruited to work for them, but at the same time, hoping to finish up what the Red Skull has started, Zola rebuilt HYDRA within S.H.I.E.L.D and that they had been secretly been manipulating the world for many years to the point where humanity was willing to give up its freedom. Under the orders of U.S. Secretary of Defense Alexander Pierce (who is a high-ranking member of HYDRA), Zola designed an algorithm to be implemented by the gunships designed by Project Insight that would wipe out several million people on planet Earth - the only ones that could do anything to stop HYDRA from establishing a "new world order". However, their conversation comes to an end when S.H.I.E.L.D. launches a missile attack pinpointed on Rogers' location, as Zola has been distracting them to allow the launch to happen. Whilst Rogers and Romanoff barely make it out alive, Zola presumably dies in the missile explosion.
Captain America: Civil War
It is also revealed that he was the true mastermind behind Howard and Maria Stark's deaths, by planning out an automobile "accident" on Long Island, which took place in 1991. It was also revealed later in Captain America: Civil War that the assassin responsible for the accident was none other than Bucky Barnes, who was, at that time, being brainwashed by HYDRA operative Vasily Karpov.
In Avengers: Endgame, when the Avengers travel back in time to collect the Infinity Stones and undo Thanos' genocide, Tony Stark/Iron Man and Captain America travel back to the S.H.I.E.L.D. base in 1970 to retrieve Pym Particles and the Space Stone. While there, Tony happens upon his father Howard, searching for Zola, wanting to ask him important questions.
Captain America: Super Soldier
Arnim Zola makes an appearance in the video game; Captain America: Super Soldier as one of the main antagonists. The game takes place during Captain America's time in WWII, fighting the armies of HYDRA. Throughout most of the game, Zola is seen as a human. But around the middle of the game; Zola acquired a robot body. He told Captain America that he transferred his mind into a robot body to be immortal. Captain America fights Zola around four times in the game, and every time, Captain America fight Zola in his robot body. At the end of the game, after Captain America defeated the Sleeper, it turns out that Zola didn't transfer his mind into a robot body, but instead, he uses a video camera on his face placed it on the robot.
Zola as he appears in the video game.
Concept art of Zola as he would have appeared in Ant-Man.
Zola was intended to appear as a minor/cameo antagonist in Ant-Man. The cameo would reveal that he was in fact still alive, and had acquired the robotic body his comics counterpart had. However, this was cut in the concept phase.