Warning: This article contains potential SPOILERS for Avengers: Infinity War.
Thanos has been hunting down the Infinity Stones for several years now, and he's finally coming to collect them all in Anthony and Joe Russo's Avengers: Infinity War. In addition to having characters crossover from one movie series to the next, and then teaming up every now and then whenever duty calls, one of the major ways in which Marvel Studios has been connecting all the storylines across the Marvel Cinematic Universe has been with the Infinity Stones.
There are Infinity Stones' comic book origins are a bit different in some ways. Regardless, Thanos and his loyal Black Order have been searching for them for a long time so that the Mad Titan can use the Infinity Gauntlet to wipe out half the universe.
Related: Where Every Avenger Is At The Start Of Infinity War
So far, five Infinity Stones have appeared in various movies throughout the MCU, and some have gone through intense journeys to get to where they are at the start of Avengers: Infinity War. Note that the below info regarding the Stones' locations at the start of the film were all taken from Infinity War's trailers and TV spots, but they may still be spoilery for those who want to go into the movie with as little information as possible.
This Page: The Space Stone & Mind Stone
Loki Has The Space Stone (Blue)
The Space Stone is the Infinity Stone that started it all. It first appeared in the post-credits scene for Kenneth Branagh's Captain America: The First Avenger. It was in that movie that the Tesseract's power was used by the Red Skull (Hugo Weaving) to develop weapons for HYDRA. However, the Tesseract was lost at sea when Cap's plane crashed but eventually recovered by Howard Stark (Dominic Cooper).
Next, the Tesseract played an integral role in Joss Whedon's Thor: Ragnarok. Now, judging by Avengers: Infinity War's trailers, Loki appears to have the Tesseract/Space Stone at the start of the movie. Of course, that is until Loki gives the Space Stone to Thanos.
Related: Avengers: Infinity War Confirms Loki's Thor: Ragnarok Betrayal
Vision Has The Mind Stone (Yellow)
Although the Tesseract/Space Stone was the main focus of The Avengers, the blockbuster film also introduced the Mind Stone into the MCU. When Loki arrived on Earth, he came equipped with a scepter given to him by Thanos, which contained the Mind Stone. Loki used it to turn several S.H.I.E.L.D. agents, including Hawkeye, over to his cause. Eventually, the scepter fell into the hands of Baron von Strucker (Thomas Kretschmann), who had been using the Stone to experiment on humans in order to create miracles like Quicksilver and Scarlet Witch - both of whom aren't mutants in the MCU.
After being tipped off about the scepter's location from Agent Phil Coulson, the Avengers took back Loki's scepter at the beginning of Joss Whedon's bring Vision to Wakanda in Infinity War to protect him from Thanos and the Black Order.
The Collector Has The Reality Stone (Red)
The third Infinity Stone to appear in the MCU was the Reality Stone. Unlike the other two Stones, though, which were featured in multiple films, this one has only been utilized in Alan Taylor's Thor: The Dark World. And to differentiate the Reality Stone from the other Infinity Stones even more, it was depicted as a fluidlike substance known as the Aether instead of a solid object. Thousands of years prior, the Dark Elf Malekith (Christopher Eccleston) converted the Reality Stone into the Aether, but he was defeated by Odin's father, Bor, who then hid the Aether away so no one could use it.
Of course, Jane Foster eventually finds herself exposed to the Aether, which sets The Dark World into motion. In the end, Thor and his allies defeat Malekith and take control of his weapon. But since they already had the Tesseract in Odin's vault, they decided to give the Aether/Reality Stone to the Collector (Benicio del Toro), who has the Stone in Infinity War. Based on a recent Avengers 3 TV spot, though, it seems Thanos arrives in Wakanda with the Reality Stone already embedded into the Infinity Gauntlet. That means he or the Black Order visit the Collector at some point in the film to acquire it. Whether or not Taneleer Tivan dies, however, remains to be seen.
Related: Every Power Marvel's Infinity Stones Will Give Thanos
The Nova Corps Has The Power Stone (Purple)
Ronan the Acc (Lee Pace) was after an Orb in James Gunn's Guardians of the Galaxy, which contained the Power Stone that Thanos (Josh Brolin) was after - but he wasn't the only one. Several people ended up vying for the Orb in the film, but no one really knew how powerful the object was inside of it. That's where the Collector comes in. Taneleer Tivan is one of the oldest beings in the universe, which is why he was the perfect person to give the Guardians a history lesson regarding the Infinity Stones.
Once the Guardians knew of its true potential, they knew no one person should have that much power. So, after defeating Ronan and tricking Yondu, they handed the Power Stone to the Nova Corps. It hasn't been seen since. But considering that the Mad Titan has already been seen with the Power Stone in Avengers: Infinity War, just as he already has the Space Stone fairly early on in the film, it's presumed that one of the first places Thanos visits (and destroys) is Xandar - the home of the Nova Corps.
Related: Avengers: Why Thanos Only Has Two Infinity Stones
Doctor Strange Has The Time Stone (Green)
Along with the Space Stone, the Time Stone appears to have been on Earth for thousands of years. Agamotto - Earth's first Sorcerer Supreme - learned to harness the power of the Stone and eventually nested it inside an amulet. That amulet became known as the Eye of Agamotto and it was ed down from one Sorcerer Supreme to the next, until it eventually came into the possession of Stephen Strange in Scott Derrickson's Doctor Strange.
Doctor Strange used the Stone to defeat Dormammu by trapping the primordial Lord of Chaos in an endless loop until he couldn't handle it anymore. Then, he used the power of the Time Stone to restore the Hong Kong Sanctum. And it appears that Doctor Strange has been wearing the Time Stone/Eye of Agamotto around his neck at all times ever since that incident, including in both Thor: Ragnarok and Avengers: Infinity War. So far, Doctor Strange has been seen wearing the Eye of Agamotto in multiple Avengers 3 promos.
Related: Infinity War: Why Iron Man Is Wearing Doctor Strange's Cloak
Where Is The Soul Stone (Orange)?
Unfortunately, no one knows where the Soul Stone is. Fans believed that it would appear in Thor: Ragnarok, but that didn't happen. Then, it was thought it would show up in Wakanda in Ryan Coogler's Black Panther, but that didn't happen either. So, there are dozens of theories that stretch from Heimdall having the Soul Stone to Thanos having to time travel to find the Stone's original location. To make matters even more difficult, there's plausibility for each theory to be somewhat true. After all, the MCU is a comic book movie universe, so anything's possible.
What's interesting, though, is that a recent Infinity War TV spot showed Thanos with the Soul Stone already on the Infinity Gauntlet, just like the Reality Stone. Since the Stone's original location hasn't been revealed, it seems that fans won't have to wait much longer to finally have all their questions answered.