The Atlanta Filming Twitter account has posted an update claiming that Avengers: Infinity War started filming a couple of weeks ago and that certain cast members have been spotted on set.
At one point, it was being billed as Avengers: Infinity War Part 1 and Avengers: Infinity War: Part 2.
Atlanta Filming broke quite a bit of news from that set as well, so even though this isn’t necessarily official confirmation it seems like a safe bet that The Russo Brothers have started work on Avengers: Infinity War, which will be shooting back-to-back with Avengers 4, which doesn’t currently have a title.
Avengers: Infinity War is set for release on May 4, 2018, with the untitled Avengers 4 set to come out a year later on May 3, 2019.