The Fury is a deadly "cybiote" (presumably an android or cyborg) built by the reality-manipulating psychic, Mad Jim Jaspers, to destroy all superhumans but himself.
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History
The Captain was retrieved by Merlyn and revived in the alien magician's home dimension, Otherworld. The Fury detected that its prey again lived, and began to adapt itself to interdimensional travel in order to hunt him down.
The Fury paid a heavy price for its violation of realities. It arrived on Earth-616 severely damaged and in need of matter to repair itself. It killed a homeless woman named Mrs. McGeary and used her body to recreate itself. It also infected a homeless man named Sidney Crumb. It also killed and absorbed three dogs, two cats, one broken TV and one third of an abandoned motor cycle.
The Fury managed to kill several more of Captain Britain's allies, but was defeated once again and was buried in the cave system where it absorbed the circuitry of the computer that covered the cave under Captain Britain mansion. After completing its repairs and making its way to Captain Britain and after battling the Captain it finally confronted Earth-616's counterpart of Mad Jim Jaspers, who was beginning to organize a program against his own world's superhumans. The Fury determined that this Jaspers was not its creator, whom it wanted to kill but its programming prevented from doing so to which it found it to be frustrating, and therefore was not exempt from its directive to kill superhumans. The two fought, but the Fury won when it transported the pair to the empty void that had been Earth-238. Jaspers was unable to use his powers of reality manipulation in a universe where reality had been destroyed, and the Fury swiftly lobotomized him. The weakened Fury returned to Earth-616, where it was ambushed and torn apart by Captain UK, sustaining more damage in the process than it could regenerate.
Later, James Jaspers was resurrected in Otherworld by a large-scale reality warp originating on Earth-616, merged with the Fury.