At the end of Age of Ultron, Thor says that
the Mind Stone is the fourth of the infinity stones that has surfaced in recent years. Thor says that "someone has been playing an elaborate game and making pawns of us all."
We know Thanos is involved, but what is a more thorough explanation? It seems that:
The Space Stone was housed in the Tesseract and showed up in Captain America: The First Avenger, where it was used by HYDRA. It reappeared in the first Avengers movie, and
ended up being taken back to Asgard by Thor.
The Reality Stone showed up in Thor: The Dark World and was
entrusted to the Collector.
The Power Stone showed up in Guardians of the Galaxy, where it was sought by Thano
but ended up with Nova Corps.
The Mind Stone is given to Loki by Thanos before in the first Avengers movie, and then
goes to HYDRA before Age of Ultron (foreshadowed by a teaser at the end of Winter Soldier), and ends up embedded in the forehead of The Vision.
What elaborate game is being played, and who is playing it?