SPOILER ALERT!!! As many of you know, "Avengers: Infinity War" came out this past week (for those of you who haven't seen it, I highly recommend going) and it can get pretty confusing remembering everything. All the movies tend to tie together so here's a quick recap.
Let's start with "Capitan America," where puny Steve Rodgers has been given the super soldier serum to fight Nazis. eventually, Bucky dies and Steve wakes up 80 years in the future in the hands of Nick Fury and S.H.E.I.L.D after crashing the plane that almost decimated the world during World War II. This is also where the Tesseract is introduced as an unlimited power source that Hydra uses to make mass-destruction weapons.
Tony Stark was kidnapped and built the Iron Man suit and goes back home to become a superhero in "Iron Man."
Next in the Marvel Universe, we have "Thor." Thor's brother Loki tricks him into attacking the ice giants which gets him cast out to Earth. Eventually, he battles his way back and it seems Loki is dead after being sucked into space. Loki is not actually Thor's brother which is what sets this off.
This leads us to "Avengers" where Fury manages to bring Captain America, Black Widow, Hawkeye, Iron Man, Hulk, and Thor together when Loki steals the Tesseract. Loki stole it to invade Earth by opening a portal for Thanos army. Loki kills Agent Coulson when he escapes from their captivity. However, the Avengers come out on top as Loki is captured after Stark flies a nuclear missile through the portal that was opened thus destroying the army. Thor takes Loki back to Asgard along with the Tesseract.
Onto "Captain America: Winter Soldier." Steve is working for S.H.E.I.L.D who unbeknownst to everyone is Hydra. Fury is hiding after he's attacked, leaving Steve and Natasha to deal with Hydra. They do have some help with a newcomer Sam. He is Falcon with mechanical wings from the military that he uses to help take down Hydra. Spoiler Bucky isn't dead in fact he is an assassin, for Hydra, after being brainwashed known as the Winter Soldier. S.H.E.I.L.D is gone but Nick Fury is still alive and the search for Bucky begins.
Now "Iron Man 3" is where Tony is messed up from the attack of aliens and now has to frantically search for Pepper when she is kidnapped by someone from his past. Thus he destroys all of his suits when he does rescue Pepper for a fresh start which obviously doesn't go as planned.
Leading us to "Avengers: Age of Ultron." The Avengers are searching for Loki's scepter for it holds an infinity stone. This leads to them to the Maximoff twins, Wanda and Pietro. Wanda messes with Tony's head. This leads Tony to create a machine that would protect the world. It goes rogue. Instead, Ultron is born and he wants to destroy all life. Eventually, the Twins switch sides, and Pietro dies saving Clint and a child. Fury comes to the rescue to save the people of Sokovia. Tony creates Vision who now possess the infinity stone. Vision destroys Ultron. Now Tony creates an Avengers facility for everyone. Also, Hulk disappeared at the end of the movie.
Now we are at "Captain America: Civil War," the Avengers caused problems when they destroyed a building hunting for Hydra in Wakonda. Now, legal action is being taken called the Sokovia Accords, which would put superpowered people under the control of the United Nation causing the Avengers to split. Bucky comes back when a man frames him as the perpetrator of an attack of the Sokovia Accords conference. Steve tries to rescue him and ends up on the run. Now all the Avengers are fighting with new additions of Spider-Man and Ant-Man. Tony learns that Bucky killed his parents leading to a huge fight between Steve and Tony. At this point, the Avengers are split and Bucky is frozen in Wakanda so he can't be controlled by Hydra.
There was also a "Thor: The Dark World," "Black Panther," "Ant-Man," "Dr. Strange," and "Spider-Man" movie that all came out during this time but they are not necessary to understanding "Infinity Wars." "Guardian's of the Galaxy" can also be skipped with minimal confusion. Still recommended to watch.
However "Thor: Ragnorak" is. Thor discovers Loki has been impersonating their father, Odin. This leads to a fight where it's discovered that they have a sister, Helena. She wants to kill all of Asgard after she was banished to hell. Loki and Thor team up along with Hulk who they find on another planet. They have to destroy Asgard and thus all survivors flee on a ship in search of another home. Ending with another ship hovering over them. This leads us to "Infinity War."