Today, many people refer to the upcoming Avengers movie as Avengers 4 because it is the fourth movie in the series. However, it is really called the Untitled Avengers film. Thanos is in the Marvel Comics and was drawn by Jim Starlin. He is considered to be the worst villain in all of the villains in the Marvel Comics. Besides the superheroes in the Avengers, Thanos has attacked other superheroes as well in Fantastic Four and X-men.
He has certainly made the rounds in being a villain with a diverse group of different superheroes. Since fans would like to see more of Thanos, he will probably not get killed completely. There may be an attempt or a fake death but Captain America will certainly try.