Thanos/Infinity Series

Marvel Comics.

The Thanos Quest (2-issue mini; w Jim Starlin; a Ron Lim). Really the beginning of The Infinity Gauntlet. Now collected in Rebirth of Thanos below.
Silver Surfer: Rebirth of Thanos (Silver Surfer 34-38, Thanos Quest 1-2, Thanos story from Logan’s Run 6; w Jim Starlin, Scott Edelman; a Ron Lim, Mike Zeck). [From Marvel Comics: The quest that led to INFINITY GAUNTLET begins here! Back from the dead, Thanos is after the power to bring the rest of the universe with him on a return trip! Can the Silver Surfer, Drax the Destroyer and others stop the cosmic iconoclast before he uses reality as a token of his affection for Death? Special guest-appearance by the Impossible Man! Featuring a rare Thanos solo story not seen in almost thirty years!]
1 The Infinity Gauntlet (6-issue mini; w Jim Starlin; a George Pérez, Ron Lim). [From Marvel Comics: For the dark Titan, Thanos, the Infinity Gauntlet is the Holy Grail, the ultimate prize to be coveted above all else. With it comes omnipotence, the absolute control of all aspects of time, space, power, reality, the mind and the soul. The gaining of supreme might means the beginning of a black nightmare for the entire universe. Now, on the edge of Armageddon and led by the mysterious Adam Warlock, Earth's super heroes launch a desperate attempt to thwart this nihilistic god's insane plunge into galactic self-destruction! But in such an awesome cosmic conflict, will anyone survive? Writer Jim Starlin teams with pencilers George Pérez and Ron Lim to unite the Avengers, the Fantastic Four, Spider-Man, the Hulk, the Silver Surfer, Doctor Strange, Wolverine and more to go one-on-one with the unbeatable Thanos in all-out cosmic warfare!]
Infinity War (Infinity War 1-6, Marvel Comics Presents 108-111, Warlock and the Infinity Watch 7-10; w Jim Starlin; a Ron Lim, Tom Raney, Angel Medina, Shawn McManus). [From Marvel Comics: After Adam Warlock’s return in INFINITY GAUNTLET, his worse half -- the Magus --wasn’t far behind! The struggle for ultimate power over the universe continues when a stockpile of evil twins overwhelm the Fantastic Four, the Avengers, the X-Men, the New Warriors, Alpha Flight and more! Will the universe be saved, destroyed...or both?]
2 Thanos: Infinity Abyss (6-issue mini; w & a Jim Starlin). [Thanos vs. Spider-Man, Dr. Strange, Adam Warlock, Pip the Troll, and Captain Mar-Vell. Oddly, there were two minis between Gauntlet and Abyss (Infinity Crusade and Infinity War), but these have not been collected, and from the numbering of the volumes, it looks like they won't be. From Marvel Comics: Spider-Man. Dr. Strange. Adam Warlock. Pip the Troll. Captain Marvel. Five classic costumed champions, whose combined strength can move planets and change the course of time itself. What threat could be dire enough to bring these heroes together? Only the most feared villain in the entire cosmos: Thanos. For the vengeful Eternal seeks not only the death of his enemies—he seeks the death of life itself. If Thanos attains his goal, the entire universe will face complete annihilation. INFINITY ABYSS follows in the legendary tradition of Jim Starlin's acclaimed INFINITY trilogy. Each of these cosmic epics features exciting heroic adventures on a fantastic scale. Compared to Hollywood blockbusters with limited special-effects budgets, INFINITY ABYSS has no boundaries—showcasing Jim Starlin's wondrous imagination without limits.]
3 Thanos: Marvel UniverseThe End (6-issue mini; w & a Jim Starlin). [From Marvel Comics: Renowned writer-artist Jim Starlin tells the final tale of the Marvel Universe, bringing the entirety of creation to its startling climax! A threat from beyond the fabric of time and space approaches our planet, forcing the greatest super heroes and villains of the cosmos to unite in opposition! But amidst shifting alliances, will any faction come out on top? And will there even be anything left of the prize when all is said and done? Featuring appearances by all of Marvel's most popular heroes, together the mightiest heroes on Earth team up to try to stave off Armageddon.]
4 Epiphany (Thanos 1-6; w & a Jim Starlin). [From Marvel Comics: The most powerful, enigmatic villain in the Marvel Universe takes center stage in a galaxy-spanning tale woven by his creator, Jim Starlin (MARVEL UNIVERSE: THE END). He's held ultimate power in his hands, only to see it all slip away time and again. His attempts at conquest and destruction have all been thwarted. So what inner demons drive the mad Titan known as Thanos towards his goals -- and what hidden desires now pull at his heart and mind?]
5 Samaritan (Thanos 7-12; w Keith Giffen; a Ron Lim). [From Marvel Comics: The most powerful, enigmatic villain in the Marvel Universe takes center stage in a galaxy-spanning tale woven by his creator, Jim Starlin (MARVEL UNIVERSE: THE END). He's held ultimate power in his hands, only to see it all slip away time and again. His attempts at conquest and destruction have all been thwarted. So what inner demons drive the mad Titan known as Thanos towards his goals -- and what hidden desires now pull at his heart and mind?]

Infinity Crusade, another 6-issue mini taking place after Infinity War, remains uncollected so far.

Many of the series' themes and characters have their origin in Starlin's Captain Marvel work (see here), and his first Warlock series (as yet uncollected).