Thanos will given his chance to show his power once he assembled all six Infinity Stones in Avengers: Infinity War and the followup that is still mysteriously titled Untitled Avengers.
Four years ago during the post-credits scene for The Avengers, Marvel Studios gave the first tease of Thanos.
He made a bit of progress after Avengers: Age of Ultron when he was shown dawning the Infinity Gauntlet for the first time.
However, there was a report not too long ago that pointed towards Marvel Studios borrowing from the Infinity Gauntlet story for the plot of the third Avengers specifically.
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Avengers: Age of Ultron - Thanos (Mid Credits Scene) HD