We get further confirmation from Marvel Studios president and producer Kevin Feige that Thanos will be a big bad in an upcoming Avengers movie (speculated to be The Avengers 3).
Kevin Feige appeared at the recent CineEurope event in Barcelona where he offered the following about Thanos (via Total Film):
"If you remember we had a tag scene in Thor: The Dark World where Benicio Del Toro showed up for the first time as The Collector, so that was our way of saying the Guardians and the other Marvel characters inhabit the same reality and the same universe. In particular, there's a villain in this film, that comic fans know as Thanos, that moviegoers will begin to learn more and more about in the coming years. He appeared at the very end of the first Avengers film, when he turned into camera and smirked, and we realised he was the person behind the alien army that Loki teamed up with to terrorise New York City, and that the Avengers had to fight."
"We see him again in this movie [Guardians], we learn a little bit more about him in this movie, and he - and his band of followers - is the biggest piece of connective tissue that will eventually lead us back into Avengers films in the future."
[[wysiwyg_imageupload:15922:]]The Infinity Stones (Infinity Gems in the comics) have been a major plot point in the the Marvel Studios movies with appearances in Captain America: The First Avenger, Thor, The Avengers, Thor 2 and the upcoming Guardians of the Galaxy movie.
Director James Gunn also confirmed Guardians of the Galaxy connects to The Avengers 3.
It's also possible a stone could reveal itself in Doctor Strange.
INFINITY STONES in the Marvel Cinematic Universe:
Tesseract of Asgard - Space Gem (Captain America: The First Avenger and The Avengers).
Loki's Staff / Blue Stone - Mind Gem? (The Avengers).
Aether of Svartalfheim - Reality? (Thor 2).
Orb of Morag - Power Gem (Guardians of the Galaxy).
?? - Soul
?? - Time