The series, a spinoff of Marvel's Agents of S.H.I.E.L.D., follows the development of what would eventually become S.H.I.E.L.D. by Agent Peggy Carter and Howard Stark in the days following Captain America's disappearance in World War II (as seen in Captain America: The First Avenger).
You can see the video below.
For those who aren't in North America or otherwise can't get it to load, Lee said, "Oh, by the way, I do have a cameo in a new show, a TV show coming out called Agent Carter. Watch for the fourth one. I think my cameo is in the fourth episode. They ought to be ashamed of themselves that they didn't give me three others before that but what the hell. It's kind of a good cameo."
Marvel's Agent Carter will premiere in January 2015 on ABC.