Sylvester Stallone is interested in pursuing new Rocky-branded movies post-Creed, including a movie where the Italian Stallion ends up training an undocumented immigrant. Per a brief description Stallone gave to The AV Club, such a sequel would likely see Rocky's charge deported, so that Balboa can follow him out of the country and have to train the boxer while out of his (Rocky's) element. The idea would be to continue Rocky's story without needing to appear in future Creed films (assuming there are more). The idea of making a hero who is an undocumented immigrant at a time where that group is being regularly vilified, though, seems like a ready-made controversy.
While Stallone's Rambo series has often found itself at the center of any given generation's political discussion, Rocky has generally managed to avoid such things. A sports movie about an underdog with a heart of gold and a working class background, there are some social and political messages that could be drawn from the long-running franchise, but it is not and never has been a primary way the films are viewed. Of course, while lower-middle class laborers were the underdogs of the '70s, Creed reinvented the wheel, telling a story distinctly similar to the first Rocky but using Philadelphia's African-American neighborhoods rather than Little Italy. Taking that idea one step further, an undocumented immigrant would be a logical extension of the theme.
"I have a great idea for Rocky. He finds this fella in the country illegally and it becomes a whole thing," Stallone said. "It's like the magician who lost his tricks. You've seen everything, but what can be different? Throw him out of the country, he's in another world."
The idea of carrying on the Creed and Rocky franchises at the same time may throw some audiences off a bit. After all, Rocky was happily out of the boxing game and had to be drawn back in by Adonis Creed -- something that only happened because of Rocky's ties to Adonis's family. The idea of Rocky out looking for somebody new to train while Adonis is still in the game could be a little strange for some members of the audience. A heavyweight contender certainly would, as it would theoretically run the risk of pitting Rocky's new fighter against Adonis Creed. Such a movie would also likely have to explain why Rocky left Adonis to another manager.
Of course, none of that is insurmountable. The most obvious fix, though, would be to simply put the new fighter in a different weight class, and/or have Adonis (who, if you remember, started his career later in life) retire to spend time with his family, confident that he proved everything he neeed to. In the event that they were not happy with any other fix, the filmmakers could plausibly just make a Rocky sequel that ignores Creed and fans could decide whether or not the two take place in teh same universe.