A confusing line from James 'Rhodey' Rhodes, aka War Machine (Don Cheadle), to Black Widow (Scarlett Johansson) and Hawkeye (Jeremy Renner) in The Avengers, its sequel brought together the original six heroes, alongside new allies including the involvement of Tony Stark/Iron Man's (Robert Downey Jr.) long-time pal who also goes by the superhero persona, War Machine.
As one of the surviving MCU heroes aside from the original six Avengers from Thanos' (Josh Brolin) snap at the end of War Machine, roaming the world to help re-establish peace and order after the Decimation - a job that led him to believe that Clint took a dark turn as Ronin. However, when the opportunity to bring back all those who perished in the blip came up, Rhodey convened with his old allies to travel back in time and collect their assigned Infinity Stone.
Teamed-up with Nebula (Karen Gillan), Rhodey went to space alongside Nat and Clint, who were tasked to get the Soul Stone on Vormir. Using the Guardians of the Galaxy's Benatar, Rhodey and Nebula were first dropped off in Morag around the time of Guardians of the Galaxy, but before Black Widow and Hawkeye boarded the ship back to continue their journey, Rhodey told them "you guys watch each other's six." The line is derived from the phrase "watch your six" - something typically used by military to advice their comrades to watch their backs. Linked to the use of wrist watches as a directional tool, the number six's orientation points toward someone's blindspot. This makes sense considering that Rhodey is a United States Air Force officer, but the line was too esoteric and it may have confused some Avengers: Endgame viewers.
This wasn't the first time Rhodey used this line, however. In a deleted Age of Ultron scene where the Avengers were scrambling in the aftermath of Ultron slipping away, Rhodey briefs them about every country on the planet is fighting off a cyber attack. He then says that he's being deployed to the Middle East in case a war breaks out. Nat asks him to relay any pertinent information to them if he hears anything, and just before they end the call, Rhodey tells her "watch your six", which she reminds him to do as well.
ittedly, Nat and Rhodey's relationship wasn't as developed as their other respective friendships in the MCU, so it's easy to forget that both characters debuted their superhero personas in Jon Favreau's deleted Avengers: Age of Ultron scene reminds fans that they had a long history of working together, so they had an easy understanding of each other.