How exactly did Thanos manage to get his hands on all six Infinity Stones?
From the introduction of the "Tesseract" in 'Captain America: The First Avenger' to the culmination of all six stones in 'Avengers: Infinity War', the history of the Infinity Stones can be a bit hard to follow. To help you fully witness the power of the singularities from beyond the universe itself, here's a simple back-story of Infinity Stones throughout each of their appearances within the MCU.
Stones Starting Points
When things get rolling, where does each stone begin?
The Space Stone: Under the care of Asgardians
The Mind Stone: Held by Thanos
The Reality Stone: Hidden by Asgardians
The Power Stone: Hidden on Morag
The Time Stone: Protected by "The Ancient One" on Earth
The Soul Stone: Hidden on Vormir
Captain America: The First Avenger
Featured: The Space Stone
After being hidden by Asgardians on Earth for over a thousand years, the Space Stone (encased in a protective case known as the Tesseract) is uncovered by the Red Skull. Using it to amass weapons of mass destruction, he is eventually defeated by Captain America, who loses the Stone somewhere over the Atlantic.
Captain Marvel
Featured: The Space Stone
After being located in the Arctic Ocean by Howard Stark, the Stone comes under the ownership of S.H.I.E.L.D. where it is used for military research. One of these experiments goes awry, giving Carol Danvers superhuman abilities.
The Avengers
Featured: Space Stone, Mind Stone
After borrowing the Mind Stone encased in a scepter from Thanos, Loki arrives on Earth and steals the Space Stone from secret government agency S.H.I.E.L.D. in order to permit an alien invasion into New York. After the invasion is defeated, the Mind Stone is taken by S.H.I.E.L.D. and the Space Stone is moved to Asgard for safekeeping.
Thor: The Dark World Featured: The Reality Stone (Aether)
After a 'Convergence'-induced portal incident brings Jane Foster to bond with the long-hidden 'Aether', dark elf Malekith draws the Aether from her in an attempt to cover the universe in darkness. Thor defeats him and ensures the Aether is entrusted to the protection of The Collector.
Guardians of the Galaxy
Featured: The Power Stone
After being hidden away in an underwater temple on planet Morag, Star Lord uncovers the Stone during a temporary period where the temple was above-water. Ronan retrieves the Stone from Star Lord, and prepares to destroy all life on planet Xandar. Star Lord and the Guardians of the Galaxy defeat Ronan and ensure the Power Stone is locked away in Xandar's Nova Corps Headquarters Vault.
Avengers: Age of Ultron
Featured: The Mind Stone
The Avengers retrieve Loki's Scepter from HYDRA agents, who had taken it from S.H.I.E.L.D. for malicious experiments. Tony Stark and Bruce Banner attempt to utilize the Mind Stone within the Scepter to create a benevolent artificial intelligence, but Ultron is created instead. Ultron prepares to use the Stone to create a better physical body for himself, but the Avengers intervene and Vision is created instead. Ultron is defeated and Vision retains the Mind Stone within his own forehead.
Doctor Strange
Featured: The Time Stone
Doctor Stephen Strange inherits the Time Stone encased in 'The Eye of Agamotto' from The Ancient One after her passing. He uses the Stone to save Earth from Dormammu and swears an oath to guard the Stone with his life.
Thor: Ragnarok
Featured: The Space Stone
Prior to Asgard's destruction, Loki retrieves the Space Stone from the Asgardian Vault.
Avengers: Infinity War
Featured: All Stones
Thanos decimates Xandar and retrieves the Power Stone. He then takes the Space Stone from Loki, sending two of his servants to Earth to retrieve the Mind and Time Stones. They are instructed to rendezvous with him on the planet Titan. Thanos then goes to take the Reality Stone from the Collector before travelling to Vormir to sacrifice his adopted daughter Gamora in exchange for the Soul Stone. Thanos travels to Titan, but meets several Avengers along with Dr. Strange and the Time Stone. Strange gives Thanos the Stone in exchange for sparing Iron Man's life. Thanos travels to Earth and pulls the Mind Stone from Vision's Head. With all six Stones, he obliterates half of all living creatures in the universe.
Avengers: Endgame
Featured: All Stones
Thanos destroys the Infinity Stones to secure his victory. The Avengers utilize the Quantum Realm to travel into parallel universes. They retrieve all six Infinity Stones from points in the past of those universes, and return to their own universe. With the borrowed Stones, they bring back all those who Thanos had eliminated with the original Stones. Tony Stark uses the Stones again to eliminate Thanos and his armies. Captain America returns the Stones to their parallel universes to prevent those universes from spiralling into chaos, leaving the main universe devoid of Infinity Stones.
With the end of the "Infinity Saga", it seems that we shouldn't need to worry about any more stones popping up in the MCU's future. That said, I'm sure there'll be some other massively powerful object to worry about in a few years.