Moon Knight is noteworthy for being the only series to debut on Disney+ that didn't have any guest stars from the larger Marvel Cinematic Universe. One thing fans have come to expect out of a Marvel Studios production is the interconnectivity between projects. Heroes and villains from one movie or television show can show up in another, with many of them coming as surprises to viewers. With that in mind, there was speculation that Moon Knight may at least include cameos by Mahershala Ali's Blade or Kit Harington's Dane Whitman/Black Knight. However, neither character made an appearance.
Even without Blade or Black Knight, there are several Marvel characters that could have shown up on Moon Knight for at least one episode. With the series delving into Egyptian gods and the afterlife, connections to two Marvel properties come to mind. For instance, fans spotted Easter eggs for Thor and Black Panther in Moon Knight's premiere episode, which makes sense. Guest-starring roles for Thor's Darcy Lewis (Kat Dennings) and Sif (Jaimie Alexander), along with Black Panther's Ayo (Florence Kasumba) brought the characters from the big-to-small screen, helping to cement shows like WandaVision, Loki, and The Falcon and the Winter Soldier firmly in the MCU. Moon Knight decided to take a different approach, focusing more on the characters of Steven Grant and Marc Spector so fans could get to know them and learn their stories.
For reference, here is a list of already established Marvel characters that made guest appearances on each live-action Disney+ series: Darcy Lewis, Jimmy Woo, and adult Monica Rambeau (WandaVision); James Rhodes, Ayo and Baron Zemo (The Falcon and the Winter Soldier); Sif (Loki); Yelena Belova and Wilson Fisk/Kingpin (Hawkeye).
While Moon Knight may be light on other superhero cameos, there are still connective tissues to the MCU, according to producer Grant Curtis. "Moon Knight is very much in the MCU," Curtis told Inverse. "The observant viewer is going to hear and see those Easter eggs we drop that do explain that and confirm that." The reason Moon Knight doesn't appear to have heavy connective tissue to other MCU projects is that the series takes inspiration from its comic book roots. Even though Marc Spector / Moon Knight was a member of the Avengers in the comics, he often was busy dealing with his own villains and threats.
All episodes of Moon Knight are currently available to stream on Disney+.