First Appearance: Avengers Annual #7 (1977)
A more prominent item in Marvel Comics history is that of The Infinity Gauntlet. It's formed when all six "Infinity Gems" are placed into Thanos' gauntlet, granting its wearer - in basic terms - god-like powers and control of the universe. The first appearance of one of these gems came in The Power of Warlock #1 (1972) but the first time all six appeared together under the "Infinity" moniker came in 1977 with Avengers Annual #7 when the villain Thanos collected all six gems.
The Infinity Gauntlet got its own self-titled six-issue series in the early 90s, which followed Thanos placing the gems in his glove to create the Infinity Gauntlet and using it to destroy half of the universe. In Marvel Comics fashion, however, things get fixed in the end so Thanos didn't win.
We saw the item on display at Comic-Con in 2010 and its appearance in Thor hints at the greater cosmic universe yet to be explored in these films. Here's Thanos sporting the Infinity Gauntlet: