WARNING - CAPTAIN AMERICA: THE WINTER SOLDIER SPOILERS AHEAD
Let's start with the first movie that could lead to Ultron, Iron Man 2. Remember the Senate subcommittee hearing. Garry Shandling's character requested that Tony Stark turn over the Iron Man armor.
The government eventually gets the Iron Man armor when Rhodey turns it over. Justin Hammer augments the armor to become War Machine and be operated remotely.
This leads us to Captain America: The Winter Soldier (AGAIN, SPOILERS AHEAD). Garry Shandling reprises his character of Senator Stern from Iron Man 2 briefly. He leans into Agent Sitwell and says, "Hail HYDRA," revealing the two of them are HYDRA agents embedded in SHIELD and the US government (also inspiring multiple internet memes). While his character is taken in by the FBI at the end of the movie, I think he already performed at least one deed to help HYDRA in the future.
We can assume that since HYDRA was embedded in the US government, HYDRA has plans to the Iron Man armor. Senator Stern was likely tasked with getting the armor turned over to the US government to help HYDRA.
There is only one planned MCU movie between now and Avengers: Age of Ultron, Guardians of the Galaxy. I don't believe that Guardians will tie to the rest of the MCU outside of a possible end-credits scene. This means that the world that we left Captain America: The Winter Soldier will be the same world that we see at the beginning of Avengers: Age of Ultron. SHIELD is disbanded and HYDRA is a threat, and that is all that we will know (outside of episodes of Marvel's Agents of SHIELD) going into Avengers: Age of Ultron. Many have theorized that it is a malfunctioning JARVIS technology that becomes Ultron. At the end of Iron Man 3, Tony blew up everything related to Iron Man though. Having HYDRA create their own Iron Man suit with AI would give Tony reason to recreate Iron Man. A malfunctioning JARVIS technology is something we might see in an Iron Man 4; however, HYDRA is something that would be big and bad enough to unite the world's greatest heroes together again.
The government eventually gets the Iron Man armor when Rhodey turns it over. Justin Hammer augments the armor to become War Machine and be operated remotely.
This leads us to Captain America: The Winter Soldier (AGAIN, SPOILERS AHEAD). Garry Shandling reprises his character of Senator Stern from Iron Man 2 briefly. He leans into Agent Sitwell and says, "Hail HYDRA," revealing the two of them are HYDRA agents embedded in SHIELD and the US government (also inspiring multiple internet memes). While his character is taken in by the FBI at the end of the movie, I think he already performed at least one deed to help HYDRA in the future.
We can assume that since HYDRA was embedded in the US government, HYDRA has plans to the Iron Man armor. Senator Stern was likely tasked with getting the armor turned over to the US government to help HYDRA.
There is only one planned MCU movie between now and Avengers: Age of Ultron, Guardians of the Galaxy. I don't believe that Guardians will tie to the rest of the MCU outside of a possible end-credits scene. This means that the world that we left Captain America: The Winter Soldier will be the same world that we see at the beginning of Avengers: Age of Ultron. SHIELD is disbanded and HYDRA is a threat, and that is all that we will know (outside of episodes of Marvel's Agents of SHIELD) going into Avengers: Age of Ultron. Many have theorized that it is a malfunctioning JARVIS technology that becomes Ultron. At the end of Iron Man 3, Tony blew up everything related to Iron Man though. Having HYDRA create their own Iron Man suit with AI would give Tony reason to recreate Iron Man. A malfunctioning JARVIS technology is something we might see in an Iron Man 4; however, HYDRA is something that would be big and bad enough to unite the world's greatest heroes together again.
