The meaning behind the asterisk in the Thunderbolts* title has finally been explained: The New Avengers. Promotional materials for the movie, including social media accounts, ads, theater standees, and more,

But Thunderbolts is only a placeholder name for the team. In the post-credits sequence at the end of the film, the group is rebranded. Marvel Studios now appears to be rolling out that new name in its advertising for the movie (look away now if you don't want spoilers).