Fury: My War Gone By, also known as Fury MAX or Fury MAX: Cold Warrior is a 2012-2013 thirteen issue comic book limited series written by Garth Ennis and published by Marvel Comics. The series follow the character of Nick Fury during his military career under the course of the 20th century after the Second World War, when Fury participated in most of the United States' Cold War initiatives around the globe. Like most of Ennis's previous works on characters that are mainly figures in the world of superheroes so does the series do away with those elements, it instead fixate on the real life dealings of soldiers and spies in historical situations. It is a sequel to the 2001 series Fury and the 2006 series Fury: Peacemaker, both also written by Garth Ennis. The comic was drawn by Goran Parlov who had previously worked with Ennis on his Punisher series. The series garnered decent sales and critical acclaim.

Ennis has been a proponent of war comics since his youth, as he felt they had more meaning over the general superhero publications that Marvel Comics published most of the time. He felt that the character of Nick Fury reminded him of the series he read as a child and that was of greater interest for him to write. Before My War Gone By Ennis wrote two other Fury series (Fury in 2001 and Fury: Peacemaker in 2006) as well as including his incarnation of the character in his Punisher run. In Ennis opinion so is his interpretation of Fury in the series intended to be the original character which debuted in Sgt. Fury and his Howling Commandos from 1963.

Ennis has expressed that his original 2001 Fury series is one of his personal favorites and that he had had the idea for My War Gone By for a long time, at least since the end of his last Punisher series. When some of Ennis close friends rose within the Marvel hierarchy he took the opportunity to express his interest in doing another Fury comic. The series was meant to be the origin of his version of Nick Fury, to show how he became a bitter and angry old man that showed up in Ennis Punisher comics.

The series was published under Marvel's Max imprint. In North America the first and second issues were both released in May 2012, issue three to six were released monthly. No issue was released in October or November 2012. From issue seven on in December 2012 the series was again published monthly. At some point during the publication of the series Marvel used the title Fury Max: Cold Warrior to refer to the series, which was used at Marvel.com. Since then three collected editions have been published in English; two trade paperback, the first one which collects issues 1 to 6 and the second one which collects issues 7 to 13, known as My War Gone By Vol. 1 and 2, released in 2012 and 2013 respectively. The third collection is a hardcover and includes all thirteen issues and was named Fury: My War Gone By and released in 2014.

A French language version was released by Panini Comics in 2013 named Fury: D'une Guerre à L'autre, (translation: From War to War or From One War to Another). A second one also released by Panini in 2013 was named A la Guerre Comme à la Guerre (translation: In War As In War).

The story is split up in four different three issue arcs with a final separate issue at the end, the first arc concerns Fury's time working for the military in French Indochina (modern day Vietnam) by a politician named McCuskey. Fury is to assess the situation and get an understanding of the lay of the land and how America could potentially influence the situation on behalf of the French and their own best interests. Fury is given some help from a C.I.A. agent named Hatherly and begins a relationship with McCuskey's assistant, Shirley. The second arc takes place in Cuba in 1961 when Fury attempted to help assassinate Fidel Castro. The third arc takes place in the 1970s as Fury is dragged back into Vietnam at the height of the US involvement. The arc features more assassination attempts and Fury enlists the help from a Marine Corps sniper named Frank Castle. The final three-issue arc is set in Nicaragua in 1984, where he encounters a soldier who goes by the name of Barracuda. The final issue features Fury contemplating his life and his choice to dedicate his entire adulthood to going to war.

Ennis' version of the character has no connections to the superhero shared universe Fury usually occupies together with characters as The Avengers and X-Men but instead focuses on him in a real world environment and features no appearances from other Marvel characters, outside of Frank Castle, that Ennis did not create himself in his other MAX series. There are no supernatural elements in My War Gone By and costumed vigilantes do not appear to be a feature of the world at all. The spy organization S.H.I.E.L.D. is also largely omitted from the work, as Fury is portrayed as a soldier and CIA agent during his whole life in the book. However, the events of the miniseries are alluded in Original Sin #5.

All thirteen issues were priced at 3.99 dollars their first month, and all sold between 20,620 and 12,426 copies. The first collected edition was priced at 19.99 dollars and sold an estimated 2477 copies during its first month and was ranked 20th on the trade paperback listing by The Comics Chronicles, on its second month it sold 391 and was ranked 271 on the list. The second collected edition was also priced at 19.99 and sold an estimated 1,888 copies in August 2013 and was ranked 37. The hardcover full collection was priced at 34.99 dollars and sold an estimated 1,304 copies while being ranked at 70 during August 2014.