So I'm going to tell you a theory that I thought of the other day. This theory is a bit of a stretch, but I never thought of it as something that could/did happen. It was just some fun "connecting dots" type thing. You may have heard some (or all) of these theories before. I'm not claiming to be the origin of these theories, I'm just connecting them.
Anyway, this theory starts in WWII. The Red Skull has the Tesseract and Dr. Abraham Erskine with Col. Chester Phillips are prepping Steve Rodgers for the Super Soldier Program. Thanos is currently in possession of the mind stone and wants the Tesseract. (duh)
Now when Thanos lent out the mind stone to Loki in [The Avengers](tag:9040), he gave Loki a staff with the stone inside. But because Thanos didn't fully trust Loki he gave him a weaker mind control device than what he has possession of. But back in WWII Loki hasn't come to Thanos yet. Thanos has the mind stone and a very powerful mind control device that for creative purposes we will call "The Superior". The Superior can take control of a person's mind from the other side of the galaxy. And because this is such a better device than Loki's staff, the effects of mind control can not be seen in the eyes.
Thanos wants to know what's going down with his space stone, so he mind controls Col. Chester Phillips to do a little reconnaissance. In doing so he learned about Steve and the Super Soldier Program. Knowing what the program would do to Steve, Thanos planted the thought of rejecting Steve into the mind of the Colonel. Thanos knew what Steve would become. But of course fate changed his plans and Steve became the super soldier. Not letting this defeat him, Thanos instead used Steve (now Captain America) to track down the location of the Tesseract and also to kill the Cap in the process if he failed.
After a while Captain America and the Red Skull fight on the plane and the Red Skull ends up holding the Tesseract. Thanos senses that contact had been made with the Tesseract, so he opens it to try and suck the Tesseract to himself. But instead of the Tesseract, he got the Red Skull himself.
Flash forward. Loki was defeated by the Avengers. Thanos currently has zero infinity stones. He sends Ronan to get the (assumed) power stone. Ronan turns traitor and Thanos opens the power stone via the combined strength of the guardians. the power stone then engulfed Ronan, keeping him prisoner until Thanos can reopen it and hold him captive like he does the Red Skull.
Just in case Loki did get defeated, Thanos implanted a virus into the staff he lent to Loki knowing that, when found by anyone smart enough (that being Tony Stark), it would be activated by embedding it into another program. In this case, the Ultron program. Ultron's programming then lead him to want to destroy all life on earth. To aid in this, Ultron was going to implant the mind stone into a new body he made for himself. After Ultron would destroying all life he would then return to Thanos and join Thanos' ever growing group of super villain minions. But Ultron is defeated and the stone is still not in Thanos' possession.
And that's as far as I can go with this for now. Until more stones are revealed or the same stones get fought over again, this theory must stop here.
This may sound like the stupidest thing ever and that's okay. It may also sound like a legit theory and that's okay too. Let me know what you think of this theory.