How Was Sky Captain and the World of Tomorrow Initially Received? Jude Law and Gwyneth Paltrow made up part of the star-studded cast of Sky Captain. Angelie Jolie as the movie’s villain, against the surreal CGI backdrop that Sky Captain would pioneer. What New Features and Upgrades Does the Sky Captain Blu-Ray Have? Paramount/Kobal/ShutterstockThe new two-disc 4K Blu-ray of Sky Captain, released by Shout Factory, comes with an array of features.