Josh Brolin signed on with Marvel Studios this year to play the Mad Titan Thanos, and first appeared in character in the Guardians of the Galaxy movie.
Following news of Brolin's casting, it was also stated the actor would be appearing as Thanos in The Avengers: Age Of Ultron (still unconfirmed).
October then saw Marvel announce their Phase 3 movies where a teaser was shown featuring Thanos for The Avengers: Infinity War Part 1 and Part 2, which have May 4, 2018 and May 3, 2019 release dates, respectively.
Now while doing press for his latest move, Inherent Vice, Brolin offers he has Marvel movies in 2016 and 2017 (via Nuke The Fridge).
“The fact that it’s so, it’s like, Yeah in 2016 and ’17, what am I going to be doing? Oh, I’m going to be doing that.' I’m very lucky in that way, man. I just get presented these things and I go wow, really? Why now and why this? The possibilities for Thanos are unlimited.”
Marvel has Captain America: Civil War and Doctor Strange getting released in 2016; I think it's safe to say Thanos fits more with the latter, and Marvel also recently announced Benedict Cumberbatch as the new Sorcerer Supreme.
Regarding Marvel's 2017 movies, it would be my guess that Thanos would most likely be featured in Guardians of the Galaxy 2 and/or Thor: Ragnarok (Black Panther is also set for a November 2017 release).