Infinity Gauntlet

..Infinity Gauntlets were items used for channeling the power of the Infinity Stones. Two Gauntlets are currently known - one is in Odin's Vault, which is right-handed, and the other, which is left-handed, is in Thanos's possession.

Odin's Vault
A Gauntlet with replicas of the Infinity Stones was in Odin's Weapon Vault, and was guarded by the Destroyer.

Retrieval by Thanos
Given that both Loki and Ronan the Accuser failed him in his quest to find and retrieve the Infinity Stones, Thanos put on one of the gauntlets and decided to hunt for the Stones himself.

Trivia

 * In the comics, there was only one Infinity Gauntlet, rather than two. When holding the Infinity Gems, the Infinity Gauntlet grants the bearer infinite powers when used within the universe of its origin.
 * The Stones contained in the Tesseract, the Scepter, the Aether and the Orb are Infinity Stones, used in the comics in conjunction with the Infinity Gauntlet.
 * The stones shown in the Gauntlet in Odin's Vault are fakes created by Asgardians to show how the item is supposed to look, as Volstagg explained that the only Infinity Stone Asgard has in its possession is the Tesseract.

Behind the Scenes

 * The Infinity Gauntlet prop from Thor was showcased at Comic Con 2010, while Josh Brolin entered the stage wearing a fake Infinity Gauntlet glove at Comic Con 2014.
 * After the release of Avengers: Age of Ultron, Marvel Studios President Kevin Feige confirmed that in the Marvel Cinematic Universe there were two Infinity Gauntlets, and that the one Thanos retrieved was not in Odin's Vault.