There are signs around the woods north of Ewhurst saying 'Caution, filming in progress' and thanking people for their patience and cooperation during the filming of the production.
Some people using the public paths through the woods have reported coming across filming in action, but much of the work appears to be taking place in private areas of the woodland.
SussexWorld understands the work could be connected with the latest Marvel project.
The Surrey Film Office, which promotes the area for film making and issues licences for locations, said the area involved was a privately owned estate 'so unfortunately we don’t have any information we can share about what’s filming there currently'.
It confirmed previous Marvel movies filmed in Surrey have included Black Widow, The Avengers: Age of Ultron, Guardians of the Galaxy and Captain America: The First Avenger.