I assume the next Thor movie will be Thanos showing up to get the Teseract and killing Asguardians and Loki serving him, telling him where the Teseract is and where he can get the Aether. That will lead into Guardians of the Galaxy 2 with Thanos going after The Collector and then to Nova Prime for the other Infinity Stone. Somehow in these next two movies Thanos will also find the last two Infinity Stones.
As I've stated above, I wonder if Thanos will destroy Asgard with the help of Loki. Then Loki will realize what he has done; in that he was just a pawn for Thanos the whole time and turns himself around to save Asgard (his throne). That sounds just like Loki's self serving nobility!
I hope after the next Guardians of the Galaxy movie the characters will be leading into Infinity War so Drax can get his revenge on Thanos for killing his family. At the end of Age of Ultron,Thor had an urgency in bringing The Vision to life, maybe he'll draft the lead characters of Galaxy and the Nova Corps to help him with the Avengers, because at this point even Tony thinks iits hopeless; due to the vision he received from the future. So in the end through Thor's perseverance in recruiting galactic friends might help save the day! Also so Drax can get his revenge!