Infinity Stones

The Infinity Stones are six mystic artifacts of great power that hold predominance over the universe. Before the universe was created, the Infinity Stones existed as a singular force. Each of the stones possesses unique capabilities that have been enhanced and altered by various alien civilizations through the millennia. Only beings of immense power can wield the stones, such as when the Celestials used the Orb to pass judgement on entire planets. Lesser beings are usually unable to grasp the full power of the stones and are destroyed by them when direct contact is made, such as the illness of Jane Foster when exposed to the Aether, the disappearance of Johann Schmidt by the Tesseract and the incineration of Carina by the Orb. Only once in recorded history has the power of all six stones been harnessed. This was achieved by six cosmic beings, each with one stone, linking themselves together. The effects were short-lived as the energy of the stones disintegrated all six beings after a few short moments. Despite being referred to as "stones," the Infinity Stones appear in different shapes and states.

Captain America: The First Avenger
The Red Skull claims that the Tesseract was one of Odin's crown jewels, and that it is an example of mythology and science being combined.

Thor
Nick Fury believed that the Tesseract was a source of unlimited power.

The Avengers
The Tesseract was used to create a portal that allowed Chitauri invaders to reach Earth, and later it was used to transport Loki and Thor back to Asgard.

Thor: The Dark World
Sif and Volstagg bring the Aether to the intergalactic museum of The Collector, stating that it's unwise to keep two Infinity Stones in one place. The Collector utters the phrase "One down, five to go", speaking of the Infinity Stones.

Guardians of the Galaxy
The Orb was found on the abandoned colony planet of Modag, found and kept by Peter Quill, until it was stolen by Nebula for Ronan the Accuser, who absorbed its energy, preparing to use it as a weapon in his genocidal destruction of Xandar. The Guardians managed to harness the energy of the Orb, channeling its energy through one another and ultimately using the power to kill Ronan. Afterwards, Nova Prime oversaw the locking of the orb within a secure vault.

Powers and Abilities
Each Infinity Stone has a different power. The Stones are as follows:
 * Tesseract - Space Stone
 * The Orb - Power Stone
 * Aether - Unknown

Appearances

 * Tesseract
 * Marvel Cinematic Universe (5 films)
 * Captain America: The First Avenger
 * Iron Man 2 (Mentioned only)
 * Thor (First appearance)
 * The Avengers
 * Thor: The Dark World (Mentioned only)
 * Guardians of the Galaxy (Mentioned only)
 * Marvel Cinematic Universe (1 comic)
 * Thor: The Dark World Prelude
 * Aether
 * Marvel Cinematic Universe (1 film)
 * Thor: The Dark World (First appearance)
 * Guardians of the Galaxy (Mentioned only)
 * The Orb
 * Marvel Cinematic Universe (1 film)
 * Guardians of the Galaxy (First appearance)

Behind the scenes

 * In an indepth interview with CraveOnline, Feige clarified that the Tesseract is the Space stone.
 * In a November 2013 interview, producer Kevin Feige stated that the Tesseract from Captain America: The First Avenger and The Avengers is an "Infinity Stone" (specifically the Space Stone), as is the Aether (the Reality Stone) introduced in Thor: The Dark World. At the end of Thor: The Dark World, the Aether is entrusted in the Collector's care, while the Tesseract is on Asgard. In Guardians of the Galaxy, the Power Stone is seen within Peter Quill's orb, It is entrusted with the Nova Corps for safekeeping.

Trivia

 * In the comics, the Infinity "Stones" are referred to as the Infinity Gems.
 * Fans have speculated that the Chitauri scepter is the Mind Stone.
 * Fans have speculated that the Aether is the Reality Stone.
 * The post-credits scene in Thor: The Dark World reveals that the film's central weapon, the "Aether", is one of six "Infinity Stones", and that the Tesseract from the previous films Captain America: The First Avenger and The Avengers is another. It is also noted that it would be unwise to keep two of the stones in the same location.
 * Kevin Feige has stated that one of the Infinity Stones will be featured in Guardians of the Galaxy stating: "You may see another infinity stone in Guardians and certainly fans of the comics know what one can do with all of those stones if, god forbid, they get them and with Thanos showing up at the end of The Avengers, he plays a part in Guardians and leads us towards at least one potential future."
 * It is possibly that the Soul Stone could connect to Marvel hero Adam Warlock, who has been seen in various ways collaborating with the Guardians of the Galaxy

Gallery
See: Tesseract/Gallery, Aether/Gallery and The Orb/Gallery