The Infinity Saga is the first 22 films of the Marvel Cinematic Universe. 2008's Iron Man began the story-line that concluded with 2019's Avengers: Endgame. The ultimate theme of these films is the gathering 6 elemental crystals that have been strewn across the galaxy. Each of these Infinity Stones possess unique capabilities, but they can only be wielded by beings of immense power, such as Celestials or Thanos the Mad Titan.
Kevin Feige revealed to Empire Magazine that he dubbed the first wave of Marvel Cinematic Universe films as the "Infinity Saga" to separate them from the films that will follow.