The Marvel Cinematic Universe was established in 2008 with the release of Iron Man, which introduced numerous mainstays, including Robert Downey Jr.'s Tony Stark, Gwyneth Paltrow's Pepper Potts, Samuel L. Jackson's Nick Fury, Clark Gregg's Phil Coulson and Jon Favreau's Happy Hogan. It also featured Terrence Howard as James "Rhodey" Rhodes. However, Terrence Howard's time as War Machine was short-lived, being replaced by Don Cheadle in the 2010 sequel, Iron Man 2.
Source:https://www.cbr.com/iron-man-don-cheadle-replaced-terrence-howard/