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The Infinity Stones were created at the dawn of the universe by cosmic entities who bent all of existence to their will. Each of the stones gives the user control over some element of the cosmos...provided that the user's body is powerful enough to withstand the stones' energy without getting vaporized. The six stones control one of the following: Space, Reality, Power, Mind, Time, and Soul. Each stone has a special nickname in the MCU.

The Space Stone, a.k.a. The Tesseract, was left on Earth by Thor's father, Odin. It was first introduced in "Captain America: The First Avenger," as Red Skull used it as a power source for his evil plans. After Cap stopped him, the Tesseract was taken by SHIELD with the hopes that they could harness its power to protect Earth.

Instead, the Tesseract became the impetus for Loki's invasion of New York in "The Avengers." After Loki was defeated Thor and his superhero pals, the Tesseract returned to Thor's home world of Asgard, where it is currently being used as a means to teleport between different planets.

In "Thor: Ragnarok," we see the Tesseract again in Odin's vault on Asgard. Toward the end of the movie, Thor sends Loki to the vault to execute a plan that can defeat Hela. While he's there, Loki has a pointed moment walking past the Tesseract. Judging by the trailer for "Avengers: Infinity War," in which we see Loki holding the Tesseract, he clearly didn't leave it there to get destroyed along with the rest of Asgard. Which means...

...The Tesseract, and thus the Space Stone, are probably currently or about to be in the possession of Thanos. In the mid-credits scene at the end of "Thor: Ragnarok," Thor, Loki and the rest of the Asgardians are aboard a spaceship bound for Earth. They're intercepted by Thanos' ship, the Sanctuary II. And in the "Avengers: Infinity War" trailer, there's a shot of Loki handing the Tesseract over to someone. And that someone is probably Thanos, since later in the trailer Thanos is shown wearing the gauntlet armed with two of the stones, one of which is the Space Stone

The Reality Stone, a.k.a. The Aether, was introduced in "Thor: The Dark World" as the object that spawned a war between the Asgardians and an evil race of Dark Elves led by a tyrant named Malekith. Unlike other stones, the Aether had taken a liquid form that could suck the life force out of humans and other mortals. But those who could control it could use its power to turn anything in the universe into dark matter.

With the help of Loki, with whom he made an uneasy truce, Thor was able to stop Malekith's plans to use the Aether to turn the universe into a dark matter realm ruled by his people. Since Asgard already had the Tesseract, it was decided that it was too dangerous for Infinity Stones to be close together for a long time, and the Aether was given to a man called The Collector for safekeeping. What Thor didn't know was that The Collector had plans to gather all the Stones for himself, and so they were accidentally helping him out in that quest.

Unfortunately for The Collector, his plans were derailed after a visit from the Guardians of the Galaxy, who had arrived with a mysterious Orb they had planned to sell for a massive payday. They learned that the Orb contained the Power Stone, an Infinity Stone used by its creators to cast judgment upon worlds and destroy them with a single blow. Direct contact with the Power Stone will result in the holder being vaporized.

And vaporization is exactly what happened to The Collector's assistant, who touched the Orb and caused a massive explosion. While The Collector held on to The Aether, most of his collection was lost while the Orb fell into the hands of Ronan, who planned to use its power to conquer and destroy any world he wished. The Guardians were able to defeat Ronan and placed the Orb under the care of their galaxy's top defense force, the Nova Corps.

The other Stone that the "Infinity War" trailer shows Thanos having on his Infinity Gauntlet is the Power Stone, so it can be presumed that he will have handled the Nova Corps by the time he reached Earth.

The Mind Stone was introduced in "Avengers: Age of Ultron" and was revealed to have been contained in Loki's scepter. It grants the user immense knowledge, the ability to control the minds of others, and can even bring about new life. After the Avengers retrieved the Scepter from HYDRA, Tony Stark planned to use its power to develop an A.I. strong enough to defend Earth from another otherworldly invasion. Instead, he created Ultron, who hatched an invasion of his own.

To counter this, the Avengers used the Mind Stone again on Stark's computer companion, JARVIS. With the help of Thor's power, their experiment created Vision, a sentient android with the Mind Stone embedded in his head. Vision gave the Avengers the edge they needed, putting an end to Ultron's plans.

The Time Stone was introduced in "Doctor Strange" and played a key role in the titular hero's development of his magical power. As you may guess, the Time Stone allows those with magical abilities to manipulate time like a Blu-Ray remote. The stone is held within a pendant called The Eye of Agamotto, which Doctor Strange uses despite warnings from Baron Mordo that the Eye is a form of magic that is far too dangerous to be wielded.

Using the Eye to undo the destruction brought about by the dark deity Dormammu, Strange then trapped his nemesis in a time loop in which Dormammu would kill Strange again and again but would never conquer Earth. Strange only stopped the loop after Dormammu agreed to leave Earth. Afterwards, Strange placed the Eye back in storage, at which point his companion, Wong, revealed to him that he had been wearing an Infinity Stone around his neck.

The final stone, the Soul Stone, has yet to be revealed. Though fans thought it could be tied to Hela, the villain of "Thor: Ragnarok," it didn't turn up in that movie. We hoped, then, that it would show up in "Black Panther," somewhere in the super-advanced Earth nation of Wakanda. However, that didn't appear to be the case.

Then again, in the comics, Hela wields control over all the souls who reside in her domain and has made Faustian bargains with the living in exchange for their souls. We saw Hela raise the dead in "Thor: Ragnarok," but got no explanation of how that power works. There's also some speculation that, while Hela gets blasted by Surtur's sword at the end of the movie, she might not have died -- leaving the door open for her to resurface, potentially with the Soul Stone.

It's also possible "Guardians of the Galaxy Vol. 2" has hinted at the reveal of the final Infinity Stone. The movie includes a post-credits scene in which Ayesha, High Priestess of the Sovereign, talks about using her race's technology to create a powerful being she dubs "Adam." This is a reference to the extremely powerful Adam Warlock, a character who derives much of his incredible abilities from the Soul Stone in the Marvel Comics.

There's speculation that this Adam Warlock may or may not have the Soul Stone. Marvel boss Kevin Feige and "Guardians" director James Gunn have said that Adam won't be in "Infinity War," even though he's key to the conflict in the comics. And Feige says we won't see Adam until "Guardians of the Galaxy Vol. 3," which takes place after "Infinity War." But all of this could also be misdirection -- we've seen that from Marvel Studios before.

Which, of course, brings us back to the possibility that the Soul Stone was present in "Black Panther," just out of sight. It's conceivable that the Soul Stone, which has the key trait of trapping souls within itself, is what spawned the "ancestral plane" that T'Challa visits to speak with his deceased father after eating the Heart-Shaped Herb. That Thanos will assault Wakanda in "Infinity War" would lend some credence to this idea, but we'll have to wait until May to find out for sure.