Should Florence Pugh star in whatever the next Mission: Impossible movie is? I ask because she’s giving Tom Cruise a run for his money by jumping off the second-tallest building in the world in a clip for Marvel’s upcoming antihero action romp Thunderbolts*. Speaking with Fandango, Pugh said she bombarded Marvel Studios president Kevin Feige about not using a stunt double for the scene in Thunderbolts* when Yelena leaps into action from the top of the Merdeka 118 in Kuala Lumpur, Malaysia. The building is an intimidating 2,722 feet tall, and Pugh loves heights. Insurance woes be damned because she wanted that thrill for herself.

“I got on all the emails. It was in the script, and then slowly as we got closer and closer to shooting, they said they don’t think it’s going to happen because it’s a crazy insurance ordeal and obviously we’re not...